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2900概率中等derivationmedium

Truncated Birth-Death Chain

题目

A chain runs on states {0,1,,m}\{0,1,\dots,m\}. From interior state ii it moves to i+1i+1 with probability pp, to i1i-1 with probability qq, and stays put with probability 1pq1-p-q. At 00 the left move is replaced by staying put; at mm the right move is replaced by staying put. Assume p,q>0p,q>0. Find the stationary distribution.

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