Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach
(2014)
Journal Article
Menshikov, M., & Petritis, D. (2014). Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach. Stochastic Processes and their Applications, 124(7), 2388-2414. https://doi.org/10.1016/j.spa.2014.03.001
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 phenomeno... Read More about Explosion, implosion, and moments of passage times for continuous-time Markov chains: A semimartingale approach.