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Fast holding rates create continuous-time positive recurrence
...
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Jump chain
Invariant-measure transfer between a jump chain and a CTMC
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A recurrent jump chain with infinite invariant measure
μ
can yield a positive-recurrent continuous-time chain when
∑
i
μ
i
/
q
i
<
∞
.
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Invariant-measure transfer between a jump chain and a CTMC
Jump chain
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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