Question: Problem 2: Consider a continuous-time Markov chain X (t) that has the jump chain shown below. The holding time parameters are given by '01 =

Problem 2: Consider a continuous-time Markov chain X (t) that has the jump chain shown below. The holding time parameters are given by '01 = 2; 222 = l, and v3 = 3 and the instantaneous jump probabilities pal-,3- are given in the picture below. 12 1. Find the transition rates (113;,- and the innitesimal generator matrix Q for this chain. 2. Find the limiting distribution for X (t) by solving (2 = 0

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