Suppose a transient nearest-neighbour jump chain on has uniformly bounded expected visits to each state and the holding rate at grows geometrically. Then
(1)
so the continuous-time chain explodes 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
  7. Area of mathematics
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