Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ib/paper-2/18h/a/solution

The chain is an irreducible birth-death process. The detailed balance equations are
so . Normalization gives the stationary distribution
An irreducible countable-state Markov chain that possesses a stationary probability distribution is positive recurrent. Hence is positive recurrent.

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