Dual and Feller-Reuter-Riley transition functions

DOI10.1016/J.JMAA.2005.05.076MaRDI QIDQ819623zbMATH OpenOpenAlexFDO

Authors Yangrong Li

Publication date 29 March 2006

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2005.05.076

zbMATH Keywords

monotonicitydualitycontinuous-time Markov chains\(q\)-functions\(q\)-matricesFRRzero-entrancezero-exit

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Recommendations

• Stochastic comparability and dual \(Q\)-functions
• Applications of Feller-Reuter-Riley transition functions
• Some remarks on the duality of continuous time markov chains
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• Exit frequency matrices for finite Markov chains
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• Stochastic montonicity and duality for continuous time Markov chains with general \(q\)-matrix
• Existence, uniqueness, and constructions for stochastically monotone \(Q\)-processes
• Continuous-time monotone stochastic recursions and duality

Cites work

• scientific article; zbMATH DE number 41529 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• Contraction integrated semigroups and their application to continuous-time Markov chains
• Existence, uniqueness, and constructions for stochastically monotone \(Q\)-processes
• Monotonicity and comparability of time-homogeneous markov processes with discrete state space
• Some remarks on the duality of continuous time markov chains
• Stochastic comparability and dual \(Q\)-functions
• Stochastically monotone Markov Chains
• The Feller Property for Markov Semigroups on a Countable State Space
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

Cited in

(8)

• Applications of Feller-Reuter-Riley transition functions
• Column continuous transition functions
• Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions
• Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\)
• The Limit Behavior of Dual Markov Branching Processes
• Criteria for Feller transition functions
• Convergence rates and limit theorems for the dual Markov branching process
• Lyapunov criteria for the Feller-Dynkin property of martingale problems

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