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Suppose that the "state" of the system can be modeled as a two-state continuous-time Markov chain with transition rates When the state of the system is i, "events" occur in accordance with a Poisson process with rate a„ i = 0, 1 Let NO) denote the number of events in (0, t)
(a) Find
(b) If the initial state is state 0, find E[N(t)].
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