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Invariant measures for Q-processes when Q is not regular

Published online by Cambridge University Press:  01 July 2016

P. K. Pollett
P. K. Pollett*
Affiliation:
University of Queensland
*
∗ Postal address: Department of Mathematics, The University of Queensland, QLD 4072, Australia.
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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.

Keywords

MARKOV CHAINSSTATIONARY DISTRIBUTIONSBIRTH PROCESSES

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 23 , Issue 2 , June 1991, pp. 277 - 292
Copyright
Copyright © Applied Probability Trust 1991 

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