Question: Consider a finite state continuous time Markov chain Xt, t 0 with a state x. Show that if the continuous time markov chain (CTMC) starts

Consider a finite state continuous time Markov chain Xt, t 0 with a state x. Show that if the continuous time markov chain (CTMC) starts from x then the total time spent at x (for all values of t) is either infinite or exponentially distributed.

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