Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-3/13c/b/i/solution

The additional transition is at rate . Its gain term at state comes from state , so the new master equation is
where the gain term is zero when . In the generating-function equation the new contribution is
For a general state-dependent , this is not closed in . Even when it is closed, is not proportional to for , so the Poisson ansatz used in part (a) is not preserved.

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