Question: Solve plz... 5. Consider a Poisson process (Me : t 2 0) with the following transition probabilities estuj-i Pij( t) = for j z i.

Solve plz...

Solve plz... 5. Consider a Poisson process (Me : t 2 0)

5. Consider a Poisson process (Me : t 2 0) with the following transition probabilities estuj-i Pij( t) = for j z i. (a) Find its generator matrix G. [2 marks ] (b) Show that for all t 2 0, pi(t) = -pai(t), pi(t) = -paj(t ) + Picj-1(t), jzi+1. [4 marks ] (c) Show that the above process has no stationary distribution. [ 4 marks ]

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