Do this question please ? i give pit upvote definitely 0. That is, vo = v1 = X, that is, the time that the chain spends in each statebefore going to the other state has an Exponential(A)...

Do this question please ? i give pit upvote definitely

Extracted text: Problem 1: Consider a continuous Markov chain with two states S = {0,1}. Assume the holding time parameters are given by A > 0. That is, vo = v1 = X, that is, the time that the chain spends in each state before going to the other state has an Exponential(A) distribution. 1. Draw the state diagram of the chain with the transition rates. Find Q. 2. Find the eigenvalues and eigenvectors of the matrix Q and use them to decompose Q = EDE-1, where D is the diagonal matrix with eigenvalues in the diagonal; (in decreasing order), and E is the matrix with the corresponding eigenvectors as columns. 3. Use the above to find the transition matrix P(t) = etQ = E2*DE-1. Pay attention to how the matrix elD was defined in class. Do the matrix multiplication to get the final answer. Take limit as t → o to find the steady state.