A2.1
Part II, 2002
(i) In each of the following cases, the state-space and non-zero transition rates of a continuous-time Markov chain are given. Determine in which cases the chain is explosive.
(ii) Children arrive at a see-saw according to a Poisson process of rate 1 . Initially there are no children. The first child to arrive waits at the see-saw. When the second child arrives, they play on the see-saw. When the third child arrives, they all decide to go and play on the merry-go-round. The cycle then repeats. Show that the number of children at the see-saw evolves as a Markov Chain and determine its generator matrix. Find the probability that there are no children at the see-saw at time .
Hence obtain the identity