The generalized Kolmogorov criterion (Q908589): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q482713 |
Changed an Item |
||
Property / author | |||
Property / author: Philip K. Pollett / rank | |||
Normal rank |
Revision as of 08:32, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The generalized Kolmogorov criterion |
scientific article |
Statements
The generalized Kolmogorov criterion (English)
0 references
1989
0 references
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.
0 references
birth-death-catastrophe
0 references
sub-invariant
0 references
stable intensity matrix
0 references
reversibility criterion
0 references