Identifying Q-Processes with a Given Finite µ-Invariant Measure

P. K. Pollett ()
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P. K. Pollett: The University of Queensland, Department of Mathematics

Chapter Chapter 3 in Markov Processes and Controlled Markov Chains, 2002, pp 41-55 from Springer

Abstract: Abstract Let Q = (q ij , 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 from C. Suppose that Q admits a finite µ-subinvariant measure m = (m j , j ∈ C) on C. We consider the problem of identifying all Q-processes for which m is a µ-invariant measure on C.

Keywords: Q-processes; quasi-stationary distributions; construction theory (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1007/978-1-4613-0265-0_3

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