SHARP CONDITIONS FOR NONEXPLOSIONS AND EXPLOSIONS IN MARKOV JUMP-PROCESSES

被引：8

作者：

KERSTING, G ^{[1
]}

KLEBANER, FC ^{[1
]}

机构：

[1] UNIV MELBOURNE,DEPT STAT,PARKVILLE,VIC 3052,AUSTRALIA

来源：

ANNALS OF PROBABILITY | 1995年 / 23卷 / 01期

关键词：

MARKOV CHAINS; REGULARITY CONDITIONS; EXPLOSIONS;

D O I：

10.1214/aop/1176988386

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give sharp sufficient conditions for nonexplosions and explosions in Markov pure jump processes in terms of the holding time parameters and moments of the jump distributions.

引用

页码：268 / 272

页数：5

共 50 条

[1] A METHOD OF APPROXIMATING MARKOV JUMP-PROCESSES
CRANK, KN
PURI, PS
ADVANCES IN APPLIED PROBABILITY, 1988, 20 (01) : 33 - 58
[2] STOPPED PROCESSES OF TEMPORALLY HOMOGENEOUS MARKOV JUMP-PROCESSES
HE, SW
WANG, JG
CHINESE SCIENCE BULLETIN, 1992, 37 (08): : 623 - 626
[3] AN ASYMPTOTIC THEORY OF LARGE DEVIATIONS FOR MARKOV JUMP-PROCESSES
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[4] INVARIANT MARKOV JUMP-PROCESSES ON COMPACT-GROUPS
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[5] BOUNDARY-BEHAVIOR OF DIFFUSION APPROXIMATIONS TO MARKOV JUMP-PROCESSES
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[6] ON MARKOV JUMP-PROCESSES IMBEDDED AT JUMP EPOCHS AND THEIR QUEUEING-THEORETIC APPLICATIONS
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[7] ASYMPTOTICS OF THE EXIT DISTRIBUTION FOR MARKOV JUMP-PROCESSES - APPLICATION TO ATM
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[8] ON COUPLING OF JUMP-PROCESSES
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[9] ON MARKOV JUMP-PROCESSES IMBEDDED AT JUMP EPOCHS AND THEIR QUEUEING-THEORETIC APPLICATIONS
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[10] ASYMPTOTICS OF EXIT TIMES FOR MARKOV JUMP-PROCESSES .1.
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ANNALS OF PROBABILITY, 1994, 22 (01): : 372 - 397

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