Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2010/ii/paper-4/26i/a/iii/solution

A recurrent state is positive recurrent if its expected elapsed return-cycle time is finite. The cycle starts on entering the state and ends at its next entrance after a departure; it includes the initial holding time. This convention avoids counting the immediate return caused by a right-continuous path remaining at its initial state.

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