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  3. let xt t greaterthanorequalto 0 be a continuous time...

Question: let xt t greaterthanorequalto 0 be a continuous time...

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2. Let tXt t 20 be a continuous time pure death Markov chain with state space 10, 1, 2, 3, 4, 5) and death rate 0 (a) Write down the backward and forward equation. b) Find Poo (t), Pra (t) and Pr T-1) (t) or z 0. (c) Assume that Aua z. Find Paar (t) for z-0,1, ,5.

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