Members of an indefinitely large population are either immune to a given disease or are susceptible to it. Let Xn be the number of susceptible members in the population at time period n and suppose X0 = 0 and that in the absence of an epidemic X(n+1) = Xn + 1. Thus, in the absence of the disease, the number of susceptibles in the population increases in time, possibly owing to individuals losing their immunity, or to the introduction of new susceptible members to the population.

But in each period there is a constant but unknown probability p of a pandemic disease. When the disease occurs all susceptibles are stricken. The disease is non-lethal and confers immunity, so that if T is the first time of disease occurence, then Xt = 0.

Compute the stationary distribution for (Xn).

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