Abstract: Let Q=(q_{ij}, i,j e S) be a stable and conservative Q-matrix over a state space S consisting of an irreducible (transient) class C and a single absorbing state 0, which is accessible from C. Suppose that Q admits a finite m-invariant measure m=(m_{j}, j e C) on C. We consider the problem of identifying all Q-processes for which m is a m-invariant on C.
Acknowledgement: This worked was funded by the Australian Research Council.
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Last modified: 31st June 2001