Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach

DOI10.1016/j.spa.2014.03.001zbMath1305.60069arXiv1202.0952OpenAlexW2099302462MaRDI QIDQ402484

Dimitri Petritis, Mikhail V. Menshikov

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.0952

zbMATH Keywords

continuous-time Markov chainimplosionexplosion criteriamoments of passage timesrecurrence criteria

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

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