Paper 1, Section II, K

Applied Probability
Part II, 2015

(a) Give the definition of a birth and death chain in terms of its generator. Show that a measure π\pi is invariant for a birth and death chain if and only if it solves the detailed balance equations.

(b) There are ss servers in a post office and a single queue. Customers arrive as a Poisson process of rate λ\lambda and the service times at each server are independent and exponentially distributed with parameter μ\mu. Let XtX_{t} denote the number of customers in the post office at time tt. Find conditions on λ,μ\lambda, \mu and ss for XX to be positive recurrent, null recurrent and transient, justifying your answers.