Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2019/ii/paper-1/28k/b/solution

A continuous-time Markov chain is irreducible if every state can reach every other state with positive probability. A state is recurrent if, after leaving , the chain returns to with probability one; an irreducible chain is recurrent if one, and hence every, state is recurrent. A recurrent state is positive recurrent if its expected continuous first return time is finite, and an irreducible chain is positive recurrent when all its states are.

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