On the equivalence of μ-invariant measures for the minimal process and its q-matrix

On the equivalence of μ-invariant measures for the minimal process and its q-matrix

In this paper we obtain necessary and sufficient conditions for a measure or vector that is μ-invariant for a q-matrix, Q, to be μ-invariant for the family of transition matrices, {P(t)}, of the minimal process it generates. Sufficient conditions are provided in the case when Q is regular and these are shown not to be necessary. When μ-invariant measures and vectors can be identified, they may be used, in certain cases, to determine quasistationary distributions for the process.