Paper 1, Section II, K
Part II, 2015
(a) Give the definition of a birth and death chain in terms of its generator. Show that a measure is invariant for a birth and death chain if and only if it solves the detailed balance equations.
(b) There are servers in a post office and a single queue. Customers arrive as a Poisson process of rate and the service times at each server are independent and exponentially distributed with parameter . Let denote the number of customers in the post office at time . Find conditions on and for to be positive recurrent, null recurrent and transient, justifying your answers.