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Incoming links: Irreducibility and recurrence pass between a CTMC and its jump chain
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 1 28K c ii Solution Created 2026-09-24 Updated 2026-09-29
Because almost surely, no infinite portion of the jump chain is hidden inside a finite time interval. After either chain leaves a state , the event that it ever returns is therefore the same event for both chains. Hence irreducibility and recurrence pass between a CTMC and its jump chain gives