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Invariant distribution of an explosive chain

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain Invariant distribution of a continuous-time Markov chain
Created 2026-09-24 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
An explosive chain can have a summable solution of πQ=0 despite being transient. Nonexplosion is needed for the usual equivalence between invariant distributions and positive recurrence.

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  1. Invariant distribution 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
  8. Mathematics
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 Incoming links (2)

  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 2 / 27K / ii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2023 / ii / Paper 2 / 28J / b / Solution

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