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4975随机过程中等数值题short

Stationary Distribution of a Three-State Birth-Death Chain

题目

A three-state birth-death CTMC has rates 0->1 = 1, 1->0 = 2, 1->2 = 3, and 2->1 = 1.5. What is its stationary distribution (pi_0, pi_1, pi_2)?

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你的答案

pi_0

pi_1

pi_2