首页 | 本学科首页   官方微博 | 高级检索  
     


Column continuous transition functions
Authors:Yangrong Li
Affiliation:School of Mathematics and Finance, Southwest China University, Chongqing 400715, PR China
Abstract:
A column continuous transition function is by definition a standard transition function P(t) whose every column is continuous for t?0 in the norm topology of bounded sequence space l. We will prove that it has a stable q-matrix and that there exists a one-to-one relationship between column continuous transition functions and increasing integrated semigroups on l. Using the theory of integrated semigroups, we give some necessary and sufficient conditions under which the minimal q-function is column continuous, in terms of its generator (of the Markov semigroup) as well as its q-matrix. Furthermore, we will construct all column continuous Q-functions for a conservative, single-exit and column bounded q-matrix Q. As applications, we find that many interesting continuous-time Markov chains (CTMCs), say Feller-Reuter-Riley processes, monotone processes, birth-death processes and branching processes, etc., have column continuity.
Keywords:Continuous-time Markov chains   Transition functions   q-Matrices   Integrated semigroups   Generators
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号