首页 | 本学科首页   官方微博 | 高级检索  
     


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