Criteria for Feller transition functions |
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Authors: | Yangrong Li Jia Li |
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Affiliation: | School of Mathematics and Statistics, Southwest China University, Chongqing 400715, PR China |
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Abstract: | This paper presents some conditions for the minimal Q-function to be a Feller transition function, for a given q-matrix Q. We derive a sufficient condition that is stated explicitly in terms of the transition rates. Furthermore, some necessary and sufficient conditions are derived of a more implicit nature, namely in terms of properties of a system of equations (or inequalities) and in terms of the operator induced by the q-matrix. The criteria lead to some perturbation results. These results are applied to birth-death processes with killing, yielding some sufficient and some necessary conditions for the Feller property directly in terms of the rates. An essential step in the analysis is the idea of associating the Feller property with individual states. |
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Keywords: | Continuous-time Markov chains Feller transition functions q-matrices q-functions Birth-death processes with killing |
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