Question: 3. Let X be a continuous time Markov process with two states {1, 2} and P be the transition matrix with entries pig-(t). Prove that

3. Let X be a continuous time Markov process with two states {1, 2} and P be the transition matrix with entries pig-(t). Prove that P(X(t) : 2|X(0):1,X(3t) :1,X(4t):1) is equal to 1912091921915) 1011(375)

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