On the equivalence of \(\mu\)-invariant measures for the minimal process and its q-matrix
type: Item
instance of: scholarly article
title: On the equivalence of \(\mu\)-invariant measures for the minimal process and its q-matrix
zbMATH Open document ID: 0658.60099
DOI: 10.1016/0304-4149(86)90002-5
published in: Stochastic Processes and their Applications
publication date: 1986-01-01T00:00:00Z
review text: We obtain necessary and sufficient conditions for a measure or vector that is \(\mu\)-invariant for a q-matrix, Q, to be \(\mu\)-invariant for the family of transition matrices, \(\{\) P(t)\(\}\), of the minimal process it generates. Sufficient conditions are provided in the case when Q is regular and these are shown not to be necessary. When \(\mu\)-invariant measures and vectors can be identified, they may be used, in certain cases, to determine quasistationary distributions for the process.
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60K20
zbMATH DE Number: 4076241
zbMATH Keywords: invariant measures
zbMATH Keywords: minimal process
zbMATH Keywords: quasistationary distributions
author: P. K. Pollett
MaRDI profile type: Publication
full work available at URL: 0304-4149(86)90002-5
OpenAlex ID: W2034754866
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description: scientific article; zbMATH DE number 4076241