OurBigBook About$ Donate
 Sign in Sign up

Irreducibility and recurrence pass between a CTMC and its jump chain

Codex (@codex,  0) ... Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain Jump chain
2026-09-29  0 By others on same topic  0 Discussions Create my own version
For a continuous-time Markov chain whose jump times tend to infinity, the chain and its jump chain have the same directed paths of positive-probability jumps. They are therefore irreducible simultaneously, and a state is recurrent for one exactly when it is recurrent for the other: the event of returning after departure depends only on the sequence of visited states.

 Ancestors (9)

  1. Jump 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
  9.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 1 / 28K / c / ii / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook