We consider two independent copies fX1(t); t 0g and fX2(t); t 0g of this process, and we define Y (t) = jX1(t) X2(t)j for t 0 We can show that fY (t); t 0g is also a birth and death process. a) Give the birth and death rates of the process fY (t); t 0g. b) Calculate the expected value of the random variable Y (t) after two transitions if X1(0) = X2(0) = 0 c) Calculate the limiting probabilities of the processes fY (t); t 0g.