Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions

Yangrong Li

Statistics & Probability Letters, 2007, vol. 77, issue 4, 396-400

Abstract: A monotone transition function P(t) is by definition strongly monotone if it is also a Feller-Reuter-Riley (FRR) transition function. We give a criterion, in terms of q-matrix Q, for existence of strongly monotone Q-function, and show that if exists it is the unique Q-function. As a consequence, we give a criterion for a Feller minimal monotone chain to be strongly ergodic.

Keywords: Monotone; transition; functions; Feller-Reuter-Riley; transition; functions; q-matrices; Ergodicity; Zero-entrance; Strong; zero-entrance (search for similar items in EconPapers)
Date: 2007
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