 Nonexplosion under uniformly bounded jump rates

If every holding rate of a continuous-time Markov chain is at most $0<C<\infty$, its holding times can be coupled as $E_n/q_{Y_n}\ge E_n/C$, where the $E_n$ are independent rate-one exponential random variables. The strong law of large numbers gives ${\sum }_n{E}_n=\infty$ almost surely, so the jump times tend to infinity and the chain cannot explode.