Past exam of the mathematics course of the University of Cambridge 2024 ii Paper 1 28K b Solution Created 2026-09-24 Updated 2026-09-25
The Markov property at deterministic times givesThus is a discrete-time Markov chain with transition matrixwhen the minimal chain is nonexplosive, .
For an irreducible chain, state is recurrent in continuous time exactly whenand it is recurrent for the skeleton exactly when . If , the event of staying at suppliesIntegrating over each interval shows that the integral diverges exactly when the series does. Irreducibility then makes recurrence equivalent for the two chains. This is recurrence equivalence for a CTMC and its fixed-time skeleton.