Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions (Q876981)
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English | Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions |
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Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions (English)
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19 April 2007
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A transition function \( P\left( t\right) =(p_{ij}\left( t\right) )_{i,j\in \mathbb{N}},t\geq 0\), is said to be strongly monotone if \(\sum_{k\geq j}p_{ik}\left( t\right) \) and \( p_{ij}\left( t\right) \rightarrow 0\) as \(i\rightarrow \infty \) for any \(j\in \mathbb{N}\) and \(t\geq 0\). For a stable \(q\)-matrix \(Q\), the author gives a necessary and sufficient condition for the minimal \(Q\)-function \(P\left( t\right) \) to be strongly monotone. This yields a criterion for a Feller minimal monotone chain to be strongly ergodic. Finally, an application to birth-and-death processes with killing is given.
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monotone transition function
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Feller-Reuter-Riley transition function
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\(q\)-matrix
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birth-and-death process
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ergodicity
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