The transport matrix satisfies 
a® A 
me (ent) = A O(E, @) 
and 
OG, ©) — Al T 
ae © (Ce, ©) A 
Hence 
ma =A O(t, 0) To (t, 0) + O(t, 0) TO (t, 0) A 
ie 
+ R(t) + J A O(t, T) R(t) oi (t, 1) dt 
(c 
A { O(t, T) R(t) oC. a) AD at 
iE 
O(t, tT) R(T) 6 (t, 1) af 
Ge h [ee 0) Fete, O) { 
0 
t 
-| O(t, 0) To (t, 0) + | O(E) 0) RON (ey al |! At 
0 
+ R(t) 
Thus from (4.10) 
dP _ T 
—— S A IP op 1 AND oP R (ania) 
P(O) =f (4.12) 
52 
