Explosion, implosion, and moments of passage times for continuous-time Markov chains : a semimartingale approach Joint work with Dimitri Petritis (University of Rennes France)

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 phenomenon of explosion are also obtained. A new phenomenon of implosion is introduced and sharp conditions for its occurrence are proven.