Dual and Feller-Reuter-Riley transition functions |
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Authors: | Yangrong Li |
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Affiliation: | Department of Mathematics, Southwest China Normal University, Chongqing 400715, PR China |
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Abstract: | 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. |
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Keywords: | Continuous-time Markov chains Stochastic monotonicity Duality FRR q-Functions q-Matrices Zero-exit Zero-entrance |
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