Question: stochastic process problem Consider a continuous time Markov Chain with states {0, 1, 2, 3} and generator Q that is given by 7 3 4

stochastic process problem

Consider a continuous time Markov Chain with states {0, 1, 2, 3} and generator Q that is given by 7 3 4 0 1 5 0 4 Q = 2 0 5 3 a) Let A = {1,3}. Find E[T0,A]. b) Find the probability that, starting in state 0, state 1 is visited before state 3

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