A state of an irreducible <continuous-time Markov chain> is transient if, after departure, its return probability is less than one. Equivalently its <jump chain> visits that state only finitely often almost surely. This is a class property.

Solution

Past exam of the mathematics course of the University of Cambridge / 2010 / ii / Paper 4 / 26I / a / i / Solution

 Solution (source code)