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Half-Prophets and Robbins’ Problem of Minimizing the Expected Rank Read chapter Read first chapter

1996 | OriginalPaper | Chapter

Explosions in Markov Processes and Submartingale Convergence.

Authors : G. Kersting, F. C. Klebaner

Published in: Athens Conference on Applied Probability and Time Series Analysis

Publisher: Springer New York

Included in: Professional Book Archive

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Conditions for nonexplosions and explosions in Markov pure jump processes are given in terms of the rate of change in the process. We show how these conditions follow from a submartingale convergence theorem. As a corollary, new conditions for nonexplosions in Birth-Death processes in terms of the survival rate are obtained.

previous chapter Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains
next chapter Probability Bounds for Product Poisson Processes
Metadata
Title
Explosions in Markov Processes and Submartingale Convergence.
Authors
G. Kersting
F. C. Klebaner
Copyright Year
1996
Publisher
Springer New York
Book
Athens Conference on Applied Probability and Time Series Analysis

Print ISBN: 978-0-387-94788-4

Electronic ISBN: 978-1-4612-0749-8

Copyright Year: 1996

DOI
https://doi.org/10.1007/978-1-4612-0749-8_9