Sharp conditions for nonexplosions and explosions in Markov jump processes
type: Item
instance of: scholarly article
title: Sharp conditions for nonexplosions and explosions in Markov jump processes
zbMATH Open document ID: 0834.60084
author: Fima Klebaner
author: Götz Kersting
published in: The Annals of Probability
publication date: 1996-03-12T00:00:00Z
review text: A time homogeneous Markov jump process with the state space \(S \subset \mathbb{N}\) is considered; let \(T_1\), \(T_2, \ldots\) be the successive moments of jump. It is said that the process does not explode if \(T_n \to \infty\) as \(n \to \infty\), a.s. The authors give sufficient conditions for nonexplosion and explosion in terms of the parameters of the process: holding time and moments of the jump distributions.
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 796542
zbMATH Keywords: Markov jump process
zbMATH Keywords: holding time
zbMATH Keywords: jump distributions
reviewed by: Gheorghe Oprişan
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988386
OpenAlex ID: W2063447874
DOI: 10.1214/AOP/1176988386
description: scientific article; zbMATH DE number 796542