Transition matrices with equal germs (Q678379): Difference between revisions
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English | Transition matrices with equal germs |
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Transition matrices with equal germs (English)
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17 April 1997
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By proving the following theorem Kendall's conjecture, stating the opposite, is rejected: There exist two transition matrices \((p_{i,j}(t))\) and \((r_{i,j}(t))\), which are such that for some numbers \(T_{i,j}>0\) we have \( p_{i,j}(t) = r_{i,j}(t)\) for \(0\leq t\leq T_{i,j}\), for all \(i, j\), but which are not identical, i.e., \( p_{i,j}(t)\neq r_{i,j}(t)\) for some \(i,j\) and \(t\). In order to give a constructive proof of the above theorem, a special class of continuous time Markov processes with infinitely many states are studied. Such processes must allow an infinite number of transitions within a short period of time and their distributions obey a particular graph representation.
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death process
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first entrance time
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Kendall's conjecture
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Markov chain
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\(Q\)-matrix
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\(0^ +\)-equivalence
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