Problem
I have an intensity matrix for the Markov chain (X(t): t >= 0):
|-lambda 0 lambda|
|mu -(lambda+mu) lambda|
|0 mu -mu |
So then how do I find the stationary distribution of X and show that its mean is 5/4 when lambda=mu?
Really appreciate it if anyone can show me how to do it. Cheers.


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