7.80. (Stationary Distribution.) If (π;) are stationary probabilities for (X+), then we have seen that \To = μπ₁, and for j ≥ 2, = (λj + μj)πj = λi−1πi−1 + µj+1πj+1. (7.41) Show that Tk = λολη-1 με... με • ΠΟ If C = 1 + x=1 λολη-1 με...μη < ∞, show that the stationary distribution is given by ñ = 1/C and (7.42) πn = 1 λο C με ...μη An-1 n ≥ 1. '

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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7.80. (Stationary Distribution.) If (π;) are stationary probabilities for (X+), then
we have seen that \To = μπ₁, and for j ≥ 2,
=
(λj + μj)πj = λi−1πi−1 + µj+1πj+1.
(7.41)
Show that Tk
=
λολη-1
με... με
•
ΠΟ If C =
1 + x=1
λολη-1
με...μη
< ∞, show that the
stationary distribution is given by ñ = 1/C and
(7.42)
πn =
1 λο
C με ...μη
An-1
n ≥ 1.
'
Transcribed Image Text:7.80. (Stationary Distribution.) If (π;) are stationary probabilities for (X+), then we have seen that \To = μπ₁, and for j ≥ 2, = (λj + μj)πj = λi−1πi−1 + µj+1πj+1. (7.41) Show that Tk = λολη-1 με... με • ΠΟ If C = 1 + x=1 λολη-1 με...μη < ∞, show that the stationary distribution is given by ñ = 1/C and (7.42) πn = 1 λο C με ...μη An-1 n ≥ 1. '
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