Linear birth process with catastrophes ($q_{n,n+1}=\lambda (n+1),q_{n,0}=\mu (n\ge 1)$)

Add independent rate-$\mu$ resets to zero to a linear birth process with immigration. The resulting irreducible continuous-time Markov chain is nonexplosive by domination of births and finiteness of Poisson reset counts. When $\mu =\lambda$, an excursion from one reaches $n$ with probability $2/(n+1)$, so its jump chain is recurrent with infinite expected jump count. The elapsed return-cycle time instead has meanThus the continuous-time chain is positive recurrent while its jump chain is null recurrent. Its stationary probabilities are ${\pi }_0=1/2$ and ${\pi }_n=1/[(n+1)(n+2)]$ for $n\ge 1$.