Suppose {X(t): t E [0, o)} is a CTMC, with state space {1,2,3,4,..}, the transition probabilities...

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Suppose {X(t): t E [0, ∞o)} is a CTMC, with state space {1,2,3,4,..}, the transition probabilities are given by j=1 j=0 bi▲t + o(at) Pi+j,i = Prob{X(t + At) −X(t) = j|X(t) = i} = 1-b₁At + o(At) ο(Δt) 0 = 6. For At sufficiently small. Suppose X(0) = 1, bo = 0, b₁ = 1, b₂ = 3 and b3 a. Write down the differential equations satisfied by p₁ (t), p₂ (t) and p3 (t). b. Solve the DE in (a). j≥2 j<0 Suppose {X(t): t E [0, ∞o)} is a CTMC, with state space {1,2,3,4,..}, the transition probabilities are given by j=1 j=0 bi▲t + o(at) Pi+j,i = Prob{X(t + At) −X(t) = j|X(t) = i} = 1-b₁At + o(At) ο(Δt) 0 = 6. For At sufficiently small. Suppose X(0) = 1, bo = 0, b₁ = 1, b₂ = 3 and b3 a. Write down the differential equations satisfied by p₁ (t), p₂ (t) and p3 (t). b. Solve the DE in (a). j≥2 j<0

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aThe differential equations in a can be rewritten as dp1tdt bp... View the full answer