For , the total holding rate is , and the jump chain moves upward and downward with probabilities
while it moves from zero to one with probability one. Thus it is a reflected nearest-neighbour random walk. Recurrence is unaffected by the holding times, so it is recurrent exactly when . In the given range,
For the jump chain is transient.
The detailed-balance equations are
where the formula also covers the boundary . Hence every candidate invariant measure has
At this is summable and the chain is nonexplosive, giving
For it is not summable. When , it is a summable formal solution of , but the chain explodes, so it is not an invariant probability for the minimal process; this is precisely the caveat in invariant distribution of an explosive chain. Consequently
It remains to classify explosion. At , the recurrent jump chain visits zero infinitely often. The holding time at zero has rate one, so nonexplosion from recurrent visits to a slow state shows that the accumulated time is infinite almost surely.
For , let be the total number of visits of the transient jump chain to . Using the stated uniform visit bound and writing for ,
because . Conditional on the jump path, this is the expected sum of all holding times, so the total lifetime is finite almost surely. This is explosion of an upward-biased walk with geometrically increasing rates. Therefore
In the jump chain of the symmetric stochastic attrition process, the two possible increments of are and . Their mean is the displayed quantity, bounded by one in absolute value. Subtracting these conditional means produces a martingale. If both initial populations are at most , it has at most nonzero increments, each bounded by . Thus Azuma-Hoeffding inequality controls changes of order with exponentially small probability of order .
Symmetric stochastic attrition process Created 2026-10-14 Updated 2026-10-25
This finite-state Markov jump process models two opposing populations, each suffering losses at a rate proportional to the surviving opposing population. Both coordinate axes are absorbing. Its embedded jump chain removes one individual at each step, with probabilities and . The corresponding deterministic equations , conserve ; finite stochastic populations satisfy a near-invariant instead.