Question: Need help with the following operations research question (2.) Consider a finite-state CTMC with generator matrix Q and suppose that the initial probability of being

Need help with the following operations research question

Need help with the following operations research question (2.) Consider a finite-state

(2.) Consider a finite-state CTMC with generator matrix Q and suppose that the initial probability of being in each state is given by the vector a(0). In lecture we saw that the solution to the CTMC is a(t) = a(0) eat. Let's assume that Q has distinct eigenvalues and let W be a square matrix whose columns are the right eigenvectors of Q, and D be a diagonal matrix whose elements are the corresponding eigenvalues such that Q =WDW-! (just as we did for DTMCs). Use the definition eat = _ 10. QKth / k! to show that the solution to the CTMC can be written as a(t) = a(0)Webtw-1 where eDt is a diagonal matrix with elements edit and the di are the eigenvalues of

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