An Example of a Countable Homogeneous Markov Process All States of which are Transient
Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 481-485

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An example of a homogeneous Markov process is composed with a countable set of states, all densities of outcome probabilities of which are infinite.
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R. L. Dobrushin. An Example of a Countable Homogeneous Markov Process All States of which are Transient. Teoriâ veroâtnostej i ee primeneniâ, Tome 1 (1956) no. 4, pp. 481-485. http://geodesic.mathdoc.fr/item/TVP_1956_1_4_a5/