Identifying Q-processes with a given finite m-invariant measure

Phil Pollett

Abstract: Let Q=(qij, 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=(mj, 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