Explosion of a continuous-time Markov chain

Explosion occurs when infinitely many jumps take place in finite time.

If every holding rate of a continuous-time Markov chain is at most $C<\infty$, 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.

Conditional on a jump path $(Y_n)$, if ${\sum }_{n}1/q_{Y_n}<\infty$, then the sum of exponential holding times has finite expectation and is finite almost surely.

Suppose a transient nearest-neighbour jump chain on $\mathbb{N}$ has uniformly bounded expected visits to each state and the holding rate at $i$ grows geometrically. Thenso the continuous-time chain explodes almost surely.