... continuous -time chain Xt, t 0, will then beexpressed asXtD Zn; for TnÄ t<TnC1, n 0:Of course, once the discrete -time chain reaches the cemetery state , the subsequent“jump times” ... this section the continuous -time Markov chain on E [fg(absorbedin the cemetery state ), with discrete skeleton described by Zn, n 0, and expo-nential holding times of parameter 1. We also ... 9Transition semi-group and transition densityUnless otherwise specified, we will tacitly view real-valued functions on E, as func-tions on E [fg, which vanish at the point .The sub-Markovian transition...