Dual and Feller-Reuter-Riley transition functions

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:313

Article

Li, YR

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

DOI  :  10.1016/j.jmaa.2005.05.076

来源: Elsevier

【 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.

【 授权许可】

Free