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Explosion by summable holding times
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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
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Conditional on
a
jump
path
(
Y
n
)
, if
∑
n
1/
q
Y
n
<
∞
, then the
sum
of exponential
holding times
has finite expectation and is finite
almost surely
.
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Explosion of a continuous-time Markov chain
Continuous-time Markov chain
Markov chain
Markov process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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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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