Under the set-up of Problem 12 for the specification f(s)=q + ps (0 s-1 determine the stationary…

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Under the set-up of Problem 12 for the specification φ(s)=q + ps (0 < p="">s-1 determine the stationary probability distribution.

Problem 12

In the branching process with immigration assume that (1) = m < 1.="" prove="" that="" the="" associated="" markov="" chain="" has="" a="" stationary="" probability="" distribution="" with="" probability="" generating="">

that satisfies the functional equation

 

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