Paper 2, Section II, 27K
Part II, 2020
(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.]