On the construction problem for single-exit Markov chains-Reference-Cited by-同舟云学术

On the construction problem for single-exit Markov chains

Published:1991-06 Issue:3 Volume:43 Page:439-450
ISSN:0004-9727
Container-title:Bulletin of the Australian Mathematical Society
language:en
Short-container-title:Bull. Austral. Math. Soc.

Author:

Pollett P.K.

Abstract

I shall consider the following problem: given a stable, conservative, single-exit q-matrix, Q, over an irreducible state-space S and a μ-subinvariant measure, m, for Q, determine all Q-processes for which m is a μ-invariant measure. I shall provide necessary and sufficient conditions for the existence and uniqueness of such a process.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

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