Paper 2, Section II, 27K
(i) Let be a Markov chain in continuous time on the integers with generator . Define the corresponding jump chain .
Define the terms irreducibility and recurrence for . If is irreducible, show that is recurrent if and only if is recurrent.
(ii) Suppose
Show that is transient, find an invariant distribution, and show that is explosive. [Any general results may be used without proof but should be stated clearly.]
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