Existence and uniqueness of Q-processes with a given finite μ-invariant measure
Contribuinte(s) |
C. J. Lloyd R. J. Hyndman R.B. Millar |
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Data(s) |
01/03/2004
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Resumo |
Let Q be a stable and conservative Q-matrix over a countable state space S consisting of an irreducible class C and a single absorbing state 0 that is accessible from C. Suppose that Q admits a finite mu-subinvariant measure in on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is mu-invariant on C, as well as a necessary condition for the uniqueness of such a process. |
Identificador | |
Idioma(s) |
eng |
Publicador |
Blackwell Publishing Asia |
Palavras-Chave | #Construction Theory #Q-matrix #Quasi-stationary Distributions #Denumerable-markov-processes #Ergodic Properties #Minimal Process #Chains #Semigroups #Statistics & Probability #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences |
Tipo |
Journal Article |