Thank you. Sounds cool, then you're actually using more advanced stuff. I did it in a more elementary way...I think I solved it correctly. I worked it out in Latex:
So we want to calculate the probability that we have transitions $C\to O \to C$ within the time-interval $[0,\Delta t]$. Here we...
Hoi. I want to prove the following:
Suppose we want to calculate the probability that we have transitions $C\to O\to C$
in the time interval $[0,\Delta t]$ where $C,O$ stand for different states. (we start in state $C$) And we have $T^+ \sim \exp(\lambda _+)$ and $T^- \sim \exp(\lambda_-)$...