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Nonexplosive Markov chain

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Markov process Markov chain Continuous-time Markov chain
2026-10-06  0 By others on same topic  0 Discussions Create my own version
A continuous-time Markov chain is nonexplosive when it makes only finitely many jumps in every finite time interval, almost surely. Uniformly bounded total jump rates suffice. Another useful criterion bounds the states visited over each finite interval by a random finite set on which rates are bounded.

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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 39 / 5 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 213 / 1 / i / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 213 / 5 / Solution
  • Positive recurrent Markov chain

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