Method of Lyapunov functions for analysis of absorption and explosion in Markov chains

DOI10.1134/S0032946011030033zbMath1235.60096OpenAlexW2072356249MaRDI QIDQ764402

Rafail Z. Khasminskii, Pao-Liu Chow

Publication date: 13 March 2012

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946011030033

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (7)

Spatially inhomogeneous populations with seed-banks. II: clustering regime ⋮ On the explosion of the number of fragments in simple exchangeable fragmentation-coagulation processes ⋮ Explosion, implosion, and moments of passage times for continuous-time Markov chains: a semimartingale approach ⋮ Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian ⋮ Almost sure explosion of solutions to stochastic differential equations ⋮ On the nonexplosion and explosion for nonhomogeneous Markov pure jump processes ⋮ Analysis of stochastic gradient descent in continuous time

Cites Work

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• An Introduction to Markov Processes

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