Lecture
Explosions in Markov Chains
Description
This lecture delves into the concept of explosions in Markov chains, discussing conditions for explosions and the behavior of chains with different parameters. The instructor explains the relationship between jump chains, holding times, and the probability of hitting specific states. The lecture covers necessary and sufficient conditions for a continuous-time Markov chain to be explosive, highlighting the impact of parameters like lambda and mu. Through detailed examples and theoretical explanations, the instructor demonstrates how the sum of certain parameters influences the explosiveness of the chain.
Official source
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