Contraction integrated semigroups and their application to continuous-time Markov chains

被引:34
作者
Li, YR [1 ]
机构
[1] SW Normal Univ, Dept Math, Chongqing 400715, Peoples R China
基金
中国国家自然科学基金;
关键词
integrated semigroups; contraction integrated semigroups; Markov chains; transition functions; q-matrices; Feller-Reuter-Riley transition functions;
D O I
10.1007/s10114-003-0277-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We introduce the notion of the contraction integrated semigroups and give the Lumber-Phillips characterization of the generator, and also the charaterazied generators of isometric integrated semigroups. For their application, a necessary and sufficient condition for q-matrices Q generating a contraction integrated semigroup is given, and a necessary and sufficient condition for a transition function to be a Feller-Reuter-Riley transition function is also given in terms of its q-matrix.
引用
收藏
页码:605 / 618
页数:14
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