Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 356 / 1 / b / Solution

For the two-state chain,

\dot{P}_{1} = - α P_{1} + β P_{2}, \dot{P}_{2} = α P_{1} - β P_{2},

with

P_{1} + P_{2} = 1

.

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