Existence and uniqueness of Q-processes with a given finite μ-invariant measure


Autoria(s): Pollett, P.; Zhang, H. J.
Contribuinte(s)

C. J. Lloyd

R. J. Hyndman

R.B. Millar

Data(s)

01/03/2004

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

http://espace.library.uq.edu.au/view/UQ:68251

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