I understand that all 4 combinations of positive/null recurrence of a continuous Markov chain and its embedded jump chain are possible. Recurrence and transience are class properties and thus are similar for both chains, however positive/null recurrence is related to time information which we lose in the embedded jump chain, but I struggle to find concrete examples to support this claim.
2026-04-06 02:40:15.1775443215
Positive/Null recurrence of Continuous Time Markov chain and its embedded chain
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