Question: Let X(t) be a continuous time Markov chain on the state space {0, 1, 2, 3, 4, 5, with infinitesimal generator 4090 A = 900

Let X(t) be a continuous time Markov chain on the state

space {0, 1, 2, 3, 4, 5, with infinitesimal generator 4090 A = 900 0 . 3 0 Let + = min (t 2 0 : X() = 0 or X(#) = 5}. Set up a system of equations that you can solve to find E(T X(0) = 1)

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