Question: Consider a two-state birth and death process. The time to jump from state 0 to state 1 is exponentially distributed with mean . The

Consider a two-state birth and death process. The time to jump from state 0 to state 1 is exponentially distributed with mean

Consider a two-state birth and death process. The time to jump from state 0 to state 1 is exponentially distributed with mean . The time to jump from state 1 to state 0 is exponentially distributed with mean . Determine: a) The probability that X(t) = 0 given the initial distribution ^. b) The covariance function rx (t) = E[X(0)X(t)] E[X(0)]E[X(t)]

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