Identifying Q-processes with a given Finite Μ-invariant Measure
نویسنده
چکیده
Let Q = (qij , i, j ∈ S) be a stable and conservative Q-matrix over a state space S consisting of an irreducible (transient) class C and a single absorbing state 0, which is accessible fromC. Suppose thatQ admits a finiteμ-subinvariant measure m = (mj , j ∈ C) on C. We consider the problem of identifying all Q-processes for which m is a μ-invariant measure on C.
منابع مشابه
Existence and uniqueness of Q-processes with a given finite μ-invariant measure
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 μ-subinvariant measure m on C. We derive necessary and sufficient conditions for there to exist a Q-process for which m is μ-invariant on C, as well as a necessary condition for the uniqueness of ...
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