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

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