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Invariant distribution of an explosive chain
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Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Invariant distribution of a continuous-time Markov chain
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Words: 27
An explosive chain can have a summable solution of
π
Q
=
0
despite being transient. Nonexplosion is needed for the usual equivalence between invariant distributions and positive recurrence.
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Invariant distribution 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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