Existence and uniqueness criteria for conservative uni-instantaneous denumerable Markov processes |
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| Authors: | Anyue Chen Eric Renshaw |
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| Affiliation: | (1) Department of Mathematics, University of Nottingham, University Park, NG7 2RD Nottingham, UK;(2) Department of Statistics and Modelling Science, Livingstone Tower, University of Strathclyde, 26 Richmond Street, G1 1XH Glasgow, UK |
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| Abstract: | Summary Until now, denumerable Markov processes with instantaneous states have not been extensively considered, and so in this paper we present a detailed examination of the conservative uni-instantaneous (CUI) case. We determine criteria for the existence and uniqueness of a specific CUI pregenerator, and consider the general problem of constructing CUI processes. |
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