Dual and Feller-Reuter-Riley transition functions

被引：8

作者：

Li, YR ^{[1
]}

机构：

[1] SW China Normal Univ, Dept Math, Chongqing 400715, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2006年 / 313卷 / 02期

基金：

中国国家自然科学基金;

关键词：

continuous-time Markov chains; Stochastic monotonicity; duality; FRR; q-functions; q-matrices; zero-exit; zero-entrance;

D O I：

10.1016/j.jmaa.2005.05.076

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate duality and Feller-Reuter-Riley (FRR) property of continuous-time Markov chains (CTMCs). A criterion of dual q-functions is given in terms of their q-matrices. For a dual q-matrix Q, a necessary and sufficient conditions for the minimal Q-function to be a FRR transition function are also given. Finally, by using dual technique, we give a criterion of FRR Q-functions when Q is monotone. (c) 2005 Elsevier Inc. All rights reserved.

引用

页码：461 / 474

页数：14

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