The generalized Kolmogorov criterion (Q908589): Difference between revisions

This paper is a continuation of earlier work by the author [Adv. Appl. Probab. 20, 600-621 (1988; Zbl 0654.60058)] which established the notions of a \(\mu\)-reverse of Q and of a \(\mu\)-dual of Q, in respect of a \(\mu\)- subinvariant measure and \(\mu\)-subinvariant vector of a stable intensity matrix. The main result shows how a given intensity matrix \(Q'\) may be checked to be a \(\mu\)-reverse or a \(\mu\)-dual of Q by using a refinement of Kolmogorov's reversibility criterion, and the corresponding \(\mu\)- subinvariant measure and \(\mu\)-subinvariant vector determined from balance equations. Application is made specifically to the birth, death and catastrophe process [e.g. \textit{A. G. Pakes}, J. Math. Biol. 25, 307-325 (1987; Zbl 0642.92012)] by showing that its reverse is a Markov branching process. By using known results for the latter, known results for the former are rederived more easily.