Past exam of the theoretical physics major option course of the University of Oxford / 2017 / 3 / a / Solution

This is a birth-death master equation: $q_n$ is the transition rate $n\to n+1$ and $r_n$ is the transition rate $n\to n-1$. The first two terms are incoming probability flows from the adjacent states; the last removes probability at the total escape rate $q_n+r_n$. Rates must be nonnegative. For a population on the nonnegative integers, take $r_0=0$ and no incoming flux from negative states.

Summing over all states and shifting the two incoming indices givesThus an initially normalized probability distribution remains normalized. The cancellation assumes no boundary flux and legitimate summation; on an infinite state space this means the nonexplosive process or a boundary prescription that conserves total probability. All rates used in the later parts satisfy this requirement.