Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ii/paper-2/28k/c/solution

For an irreducible nonexplosive countable-state chain, existence of a stationary probability implies positive recurrence, hence recurrence, and is the unique invariant distribution. Thus all three questions have affirmative answers (the last is also exactly the stated identity).

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