= Absorption-or-escape dichotomy for a chain with killing
{title2=$\mathbb P(\text{absorption or }X_t\to\infty)=1$}
For a <nonexplosive continuous-time Markov chain> on the nonnegative integers, suppose zero is absorbing and each positive state has positive rate to zero. On every finite positive set the conditional chance of absorption at the next jump has a positive minimum. By the <Strong Markov property>, the chance of surviving $r$ departures from that set is bounded by $(1-\delta)^r$. Without absorption only finitely many such departures occur, and finite positive holding rates prohibit staying forever at a positive state. Thus eventually the path stays outside each finite set: it escapes to infinity. This conclusion needs no upward skip-free assumption.
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