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Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 3 / 27K / a

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 3 27K
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a
The queue length is a birth-death process with birth rate λrn in state n and death rate μmin(n,2). Its reversible weights satisfy
πn​=π0​∏j=0n−1​μmin(j+1,2)λrj​.
(1)
For 0<r<1, the factor rn(n−1)/2 makes their sum finite for every λ,μ>0. For r=1, the tail is geometric with ratio λ/(2μ), so a stationary distribution exists exactly when λ<2μ.

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