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2901概率中等derivationmedium

A Tiny Queue with Capacity Two

题目

A queue length process lives on {0,1,2}\{0,1,2\}. From state 00 it stays at 00 with probability 1a1-a and moves to 11 with probability aa. From state 11 it moves to 22 with probability aa, to 00 with probability bb, and stays with probability 1ab1-a-b. From state 22 it moves to 11 with probability bb and stays at 22 with probability 1b1-b. Find the stationary distribution.

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