Continuous-time, constant causative Markov chains
The definition of a constant causative Markov chain is extended to the continuous-time case. Such chains are nonhomogeneous and are found to have intensity matrices of the form Q(t) = tC + Q. Ergodicity is investigated resulting in an extension to continuous-time of a version of Lipstein's conjecture for constant causative chains. In the case where Q and C commute the irreducibility and ergodicity of the constant-causative chain can be directly related to that of two corresponding discrete-time, homogeneous chains, .
Year of publication: |
1987
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Authors: | Johnson, Jean T. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 26.1987, p. 161-171
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Publisher: |
Elsevier |
Keywords: | constant causative Markov chains inhomogeneous Markov chains ergodicity |
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