Question: In Example 6.24, we computed m(t) = E[O(t)], the expected occupation time in state 0 by time t for the two-state continuous-time Markov chain starting

In Example 6.24, we computed m(t) = E[O(t)], the expected occupation time in state 0 by time t for the two-state continuous-time Markov chain starting in state 0. Another way of obtaining this quantity is by deriving a differential equation for it.

(a) Show that m(th)=m(t) + Poo(t)h+o(h) (b) Show that m' (t)= = + + 2+

(c) Solve for m(t).

m(th)=m(t) + Poo(t)h+o(h) (b) Show that m' (t)= = + + 2+ -(x+)

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