Birth and Death Chains
The process below is not a birth and death chain, but a problem similar to this one can be found in the Birth and Death Chain handout.
The weather in a certain city can be in one of 3 states: sunny (1), cloudy (2), or rainy (3). Suppose the weather evolves over time according to a continuous time Markov chain with the following transition rate matrix. Rates are all per day (24 hours). (Diagonals left blank on purpose.)
Given that it is currently cloudy, compute the expected number of days elapsed from now until it is sunny.