On the equivalence of \(\mu\)-invariant measures for the minimal process and its q-matrix (Q1111245): Difference between revisions
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English | On the equivalence of \(\mu\)-invariant measures for the minimal process and its q-matrix |
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On the equivalence of \(\mu\)-invariant measures for the minimal process and its q-matrix (English)
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1986
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We obtain necessary and sufficient conditions for a measure or vector that is \(\mu\)-invariant for a q-matrix, Q, to be \(\mu\)-invariant for the family of transition matrices, \(\{\) P(t)\(\}\), of the minimal process it generates. Sufficient conditions are provided in the case when Q is regular and these are shown not to be necessary. When \(\mu\)-invariant measures and vectors can be identified, they may be used, in certain cases, to determine quasistationary distributions for the process.
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invariant measures
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minimal process
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quasistationary distributions
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