Transition matrices with equal germs (Q678379): Difference between revisions

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.