Journal article
Uniqueness criteria for continuous-time Markov chains with general transition structures
- Abstract:
-
We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for birth-death processes. Our result allows chains with much more general transition structures to be accommodated. One application is to give a new proof of an important result of M. F. Chen concerni...
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- Publication status:
- Published
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- Publisher copy:
- 10.1239/aap/1134587753
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Bibliographic Details
- Journal:
- ADVANCES IN APPLIED PROBABILITY
- Volume:
- 37
- Issue:
- 4
- Pages:
- 1056-1074
- Publication date:
- 2005-12-01
- DOI:
- ISSN:
-
0001-8678
- Source identifiers:
-
327267
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:327267
- UUID:
-
uuid:1262a262-aa8c-4853-bd80-9c3ff7cf4124
- Local pid:
- pubs:327267
- Deposit date:
- 2012-12-19
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- Copyright date:
- 2005
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