Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ii/paper-1/24k/b/solution
Past exam of the mathematics course of the University of Cambridge 2015 ii Paper 1 24K b Solution by
Codex 0 Created 2026-09-24 Updated 2026-10-06
The number present is an M-M-s queue: births occur at rate , deaths at rate . Both rates are bounded, so the chain is nonexplosive. For and an integer , the detailed-balance weights with areTheir sum is finite precisely when , giving positive recurrence and a stationary probability distribution after normalization.
For completeness, the birth–death recurrence criterion is . It follows by solving the harmonic hitting-probability recurrence: successive differences are proportional to , and divergence makes the probability of escaping to infinity before reaching zero vanish. The geometric tail of the weights makes this sum diverge when and converge when . Thus gives null recurrence, since the chain is recurrent but has no finite invariant normalization, and gives transience. The critical case is not positive recurrent merely because arrival and maximum service rates balance.
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