Let the transition probabilities of a birth and death process be given by [p_{i}=frac{1}{1+[i /(i+1)]^{2}} text {

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Let the transition probabilities of a birth and death process be given by

\[p_{i}=\frac{1}{1+[i /(i+1)]^{2}} \text { and } q_{i}=1-p_{i} ; i=1,2, \ldots ; p_{0}=1\]

Show that the process is transient.

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Applied Probability And Stochastic Processes

ISBN: 9780367658496

2nd Edition

Authors: Frank Beichelt

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Question Posted: Apr 26, 2024 04:01 PM

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Let the transition probabilities of a birth and death process be given by [p_{i}=frac{1}{1+[i /(i+1)]^{2}} text {

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Applied Probability And Stochastic Processes

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