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Explosion by summable holding times
...
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Explosion of a continuous-time Markov chain
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Words: 25
Conditional on a jump path
(
Y
n
)
, if
∑
n
1/
q
Y
n
<
∞
, then the sum of exponential holding times has finite expectation and is finite almost surely.
Ancestors
(8)
Explosion of a continuous-time Markov chain
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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