4984随机过程困难数值题short
Short-Horizon Probability of Landing in a Subset
题目
A CTMC starts in state i. The jump rates from i to j, k, l are 0.7, 0.2, and 0.1. Using a first-order approximation over Delta_t = 0.2, what is the probability that X_{Delta_t} lies in the subset {j,k}?
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