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

DOI10.1016/J.SPA.2014.03.001zbMATH Open1305.60069arXiv1202.0952OpenAlexW2099302462MaRDI QIDQ402484FDOQ402484

Authors: Dimitri Petritis, Mikhail V. Menshikov 

Publication date: 28 August 2014

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

Abstract: We establish general theorems quantifying the notion of recurrence --- through an estimation of the moments of passage times --- for irreducible continuous-time Markov chains on countably infinite state spaces. Sharp conditions of occurrence of the phenomenon of explosion are also obtained. A new phenomenon of implosion is introduced and sharp conditions for its occurrence are proven. The general results are illustrated by treating models having a difficult behaviour even in discrete time.

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

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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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Cited In (13)

• Explosion in a growth model with cooperative interaction on an infinite graph
• On equilibrium distribution of a reversible growth model
• Long term behaviour of locally interacting birth-and-death processes
• Moment bounds for dissipative semimartingales with heavy jumps
• Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates
• Sharp conditions for nonexplosions and explosions in Markov jump processes
• On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes
• Title not available (Why is that?)
• Implosion of a pure death process
• On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes
• Countable state Markov processes: non-explosiveness and moment function
• The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
• Lyapunov-type conditions for non-strong ergodicity of Markov processes

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