Let $X$ be an irreducible, non-explosive, continuous-time Markov process on the state space $\mathbb{Z}$ with generator $Q=\left(q_{x, y}\right)_{x, y \in \mathbb{Z}}$.

(a) Define its jump chain $Y$ and prove that it is a discrete-time Markov chain.

(b) Define what it means for $X$ to be recurrent and prove that $X$ is recurrent if and only if its jump chain $Y$ is recurrent. Prove also that this is the case if the transition semigroup $\left(p_{x, y}(t)\right)$ satisfies

$$\int_{0}^{\infty} p_{0,0}(t) d t=\infty$$

(c) Show that $X$ is recurrent for at least one of the following generators:

$$\begin{array}{cc} q_{x, y}=(1+|x|)^{-2} e^{-|x-y|^{2}} & (x \neq y), \\ q_{x, y}=(1+|x-y|)^{-2} e^{-|x|^{2}} & (x \neq y) . \end{array}$$

[Hint: You may use that the semigroup associated with a $Q$-matrix on $\mathbb{Z}$ such that $q_{x, y}$ depends only on $x-y$ (and has sufficient decay) can be written as

$$p_{x, y}(t)=\frac{1}{2 \pi} \int_{-\pi}^{\pi} e^{-t \lambda(k)} e^{i k(x-y)} d k$$

where $\lambda(k)=\sum_{y} q_{0, y}\left(1-e^{i k y}\right)$. You may also find the bound $1-\cos x \leqslant x^{2} / 2$ useful. $]$