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Explosion by summable holding times

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain Explosion of a continuous-time Markov chain
Created 2026-09-24 Updated 2026-09-29  0 By others on same topic  0 Discussions Create my own version
Conditional on a jump path (Yn​), if ∑n​1/qYn​​<∞, then the sum of exponential holding times has finite expectation and is finite almost surely.

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  1. Explosion of a continuous-time Markov chain
  2. Continuous-time Markov chain
  3. Markov chain
  4. Markov process
  5. Probability theory
  6. Probability and statistics
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  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 2 / 27K / ii / Solution

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