ON 3 CLASSICAL PROBLEMS FOR MARKOV-CHAINS WITH CONTINUOUS-TIME PARAMETERS

被引:20
作者
CHEN, MF
机构
关键词
UNIQUENESS; RECURRENCE; POSITIVE RECURRENCE;
D O I
10.2307/3214868
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For a given transition rate, i.e., a Q-matrix Q = (q(ij)) on a countable state space, the uniqueness of the Q-semigroup P(t) = (p(ij)(t)), the recurrence and the positive recurrence of the corresponding Markov chain are three fundamental and classical problems, treated in many textbooks. As an addition, this paper introduces some practical results motivated from the study of a type of interacting particle systems, reaction diffusion processes. The main results are theorems (1.11), (1.17) and (1.18). Their proofs are quite straightforward.
引用
收藏
页码:305 / 320
页数:16
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