Johnson, Jean T.; Luecke, Glenn R. - In: Stochastic Processes and their Applications 32 (1989) 1, pp. 171-181
Let A1, A2,..., be commuting intensity matrices of homogeneous, continuous-time Markov chains. The irreducibility and ergodicity of nohomogeneous, continuous-time Markov chains defined by intensity matrices of the form Q(t) = [summation operator] hn(t)An, hn(t) [greater-or-equal, slanted]0, are...