On three classical problems for Markov chains with continuous time parameters

Abstract

For a given transition rate, i.e., aQ-matrixQ= (qij) on a countable state space, the uniqueness of theQ-semigroupP(t) = (Pij(t)),the recurrence and the positive recurrence of the corresponding Markov chain are three fundamental and classical problems, treated in many textbooks. As an addition, this paper introduces some practical results motivated from the study of a type of interacting particle systems, reaction diffusion processes. The main results are theorems (1.11), (1.17) and (1.18). Their proofs are quite straightforward.