Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/ii/paper-2/26j/e/solution

The stationary equation reads , because . Therefore
It is the unique stationary law and vanishes on the open classes. For distinct , . Thus the chain is reversible in its equilibrium law, including the reducible cases; on the closed class this is the usual reversible irreducible chain. This structure is the destination-dependent reset chain.

New to topics? Read the docs here!