Past exam of the mathematics course of the University of Cambridge 2008 ii Paper 3 25I b Solution Created 2026-09-24 Updated 2026-10-14
For this alternating arrival and service queue, set . Direct multiplication gives , so the initial row is a left eigenvector and . ConsequentlyThese nonnegative probabilities can be normalized exactly when , equivalently . Summing the geometric series givesWhen no positive multiple of the invariant sequence is summable, so no stationary distribution exists. This rules out positive recurrence; absence of a stationary probability alone should not be used to distinguish null recurrence from transience.