Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/ii/paper-4/27j/a/solution

The queue length is an M-M-1 queue and hence a birth-death process with birth rate and death rate away from zero. The detailed-balance equations are
Writing , they give . Since , this measure is summable and normalization yields
The existence of this invariant probability distribution for the irreducible nonexplosive chain proves positive recurrence.

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