Show that the solution to the matrix equation (8.17) with the initial conditionP(0) = I
Chapter 8, Problem 1(choose chapter or problem)
Show that the solution to the matrix equation (8.17) with the initial conditionP(0) = I can be written as the matrix exponential:P(t) = eQt = I + n=1Qn tnn!,assuming that matrix series converges. Generalize this result to the case of anonhomogeneous CTMC.
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