Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2005/ii/paper-2/6e/a/solution

Apply the formal infinitesimal generator to the molecule count: its increment is at rate and at rate . Thus the exact first-moment identity for the specified generator is
Neglecting fluctuations gives the mean-field approximation , so the positive steady mean is
There is a physical boundary qualification: the printed loss propensity is positive at and would produce a negative molecule count. Consequently it does not by itself define a molecule-count chain on all nonnegative integers. If losses are forbidden below two, the exact loss moment becomes ; a mass-action two-molecule propensity instead uses . The calculation requested here uses the printed formal generator and its large-copy-number approximation, where such boundary corrections are negligible.

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