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