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Graduate Positive recurrent CTMC with a null recurrent embedded DTMC
A continuous-time markov chain is recurrent if and only if the embedded discrete time markov chain is recurrent. But, (as stated in several sources without proof or example that I can find) if the CTMC is positive recurrent the DTMC may be null recurrent and vice versa. Can someone provide an...- Doobious
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- Forum: Set Theory, Logic, Probability, Statistics