Identifying Q-processes with a given finite m-invariant measure

Phil Pollett

Abstract: Let Q=(q_ij, i,j e S) be a stable and conservative Q-matrix over a state space S consisting of an irreducible (transient) class C and a single absorbing state 0, which is accessible from C. Suppose that Q admits a finite m-invariant measure m=(m_j, j e C) on C. We consider the problem of identifying all Q-processes for which m is a m-invariant on C.

Acknowledgement: This worked was funded by the Australian Research Council.

The speaker:

• Phil Pollett, Department of Mathematics, The University of Queensland. pkp@maths.uq.edu.au

Last modified: 31st June 2001