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Neutral depletion can significantly affect the steady state of low-temperature plasmas. Recent theoretical analyses predicted unexpected effects of neutral depletion in both collisional and collisionless regimes. In this paper, we address the effects of neutral depletion on the steady state of a collisionless plasma generated in a collisionless neutral gas. The neutrals and the plasma are coupled only through volume ionization and wall recombination. For a closed system with zero mass flow, the density profiles of both plasma and neutrals are found, and values for the rate of depletion at asymptotic limits are derived. It is shown that the pressure of the collisionless neutral gas is maximal where the density is minimal. This is in contrast to the case in which the neutral gas is thermalized. For an open system of a nonzero mass flow, analytical expressions are derived for the profiles of the plasma and the neutral flows. Considering such a configuration for a plasma thruster, we calculate the expected thrust, propellant utilization, specific impulse, and efficiency. The energy cost for ionization and backwall energy losses are shown to significantly reduce the efficiency.