 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-3/25j/a/solution

Codex  0 Created 2026-09-24 Updated 2026-10-14

For a finite-state continuous-time Markov chain with generator matrix

Q

, $P (t) = e^{tQ}$ . The exponential solves both Kolmogorov equations,

P^{'} = QP = PQ

P (0) = I

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