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k
= lim
n
p
(n)
j, k
for 0 j a,
use the dierence equations derived to obtain dierence equations of
k
.
Solve these equations recursively, or other-wise, to obtain explicit formulae
for
k
in terms of p, q and a.
Answer
p
(n)
j, 0
= q p
(n1)
j, 1
p
(n)
j, 1
= p
(n1)
j, 0
+ q p
(n1)
j, 2
+ (1 p q)p
(n1)
j, 1
p
(n)
j, k
= p p
(n1)
j, k1
+ q p
(n1)
j, k+1
+ (1 p q)p
(n1)
j, k
1 < k < a 1
p
(n)
j, a1
= p p
(n1)
j, a2
+ p
(n1)
j, a
+ (1 p q)p
(n1)
j, a1
p
(n)
j, a
= p p
(n1)
j, a
Assuming the existence of an equilibrium distribution, taking limits in the
above equations gives:
0
= q
1
(1)
1
=
0
+ q
2
+ (1 p q)
1
(2)
p
k
= p
k1
+ q
k+1
+ (1 p q)
k
(3)
a1
= p
a2
+
a
+ (1 p q)
a1
(4)
a
= p
a1
(5)
Equation (1) gives
1
=
1
q
0
.
(2) gives
2
=
(p + q)
q
1
1
q
0
=
(p + q)
q
1
q
0
1
q
0
=
1
q
p
q
0
1
(3) gives
3
=
(p + q)
q
2
p
q
1
=
(p + q)
q
1
q
p
q
0
p
q
1
q
0
=
1
q
p
q
0
Assume
i
=
1
q
p
q
i1
for 1 i k.
(3) gives
k+1
=
p + q
p
k
p
q
k1
=
p + q
q
1
q
p
q
i1
0
p
q
1
q
p
q
i2
0
=
1
q
p
q
0
so
k
=
1
q
p
q
k1
0
for 1 k a 1.
(5) then gives
a
= p
a1
=
p
q
a1
0
(This is consistent with (4) as expected)
Now
a
k=0
k
= 1 and so
1 +
1
q
1 +
p
q
+ +
p
q
a2
p
q
a1
= 1
i.e.
0
=
1 +
1 (
p
q
)
a1
q p
+
p
q
a1
1
p = q
which gives the formulae3 for
k
, as these are in terms of
0
above.
2