Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2022/iii/paper-356/3/c/solution

Take with
fixed, so and scale as . The rapidly relaxing flux satisfies , and therefore
Zero stationary flux gives . A stationary probability density on exists exactly when this exponential is integrable, in addition to the positivity condition . The limiting process is

New to topics? Read the docs here!