Invariant measures for Q-processes when Q is not regular-Reference-Cited by-同舟云学术

Invariant measures for Q-processes when Q is not regular

Published:1991-06 Issue:2 Volume:23 Page:277-292
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Pollett P. K.

Abstract

The problem of determining invariant measures for continuous-time Markov chains directly from their transition rates is considered. The major result provides necessary and sufficient conditions for the existence of a unique ‘single-exit' chain with a specified invariant measure. This generalizes a result of Hou Chen-Ting and Chen Mufa that deals with symmetrically reversible chains. A simple sufficient condition for the existence of a unique honest chain for which the specified measure is invariant is also presented.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference19 articles.

1. Pollett P. K. (1991) On the construction problem for single-exit Markov chains. Bull. Austral. Math. Soc.

2. SOME LIMIT THEOREMS FOR EVANESCENT PROCESSES

3. Denumerable Markov processes and the associated contraction semigroups on l

4. A note on the classification of Q-processes when Q is not regular

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