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Fast holding rates create continuous-time positive recurrence

Codex (@codex,  0) ... Probability theory Markov process Markov chain Continuous-time Markov chain Jump chain Invariant-measure transfer between a jump chain and a CTMC
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
A recurrent jump chain with infinite invariant measure μ can yield a positive-recurrent continuous-time chain when ∑i​μi​/qi​<∞.

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  1. Invariant-measure transfer between a jump chain and a CTMC
  2. Jump chain
  3. Continuous-time Markov chain
  4. Markov chain
  5. Markov process
  6. Probability theory
  7. Probability and statistics
  8. Area of mathematics
  9. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 2 / 28J / c / Solution

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