Continuation. Jobs are processed one at a time and the processing times are nonnegative integer-valued i.i.d. random variables with distribution F and mean μ. As in Example 20, let Xn denote the age...

Continuation. Jobs are processed one at a time and the processing times are nonnegative integer-valued i.i.d. random variables with distribution F and mean μ. As in Example 20, let
_Xn
denote the age of the job being processed at time n, and let X n denote the time needed to finish the job in process at time n. Show that  n is an ergodic Markov chain and that its stationary distribution is the same as that for
_Xn.Example 20