Hi,

I was hoping someone could help me with this question. I am having trouble understanding the generator matrix Q, so this whole question is difficult for me .

Let be a Markov process with state space and generator

(1) Determine the sojourn times in 1,2 and 3

(2) Let be a discrete skeleton of . Determine the stationary distribution of .

(3) Determine the stationary distribution of .

Thanks in advance for any help.