Markov integrated semigroups and their applications to continuous-time Markov chains (Q2481551)

The authors apply the theory of integrated semigroups [developed by \textit{W.\ Arendt} and his school, see, e.g., Isr.\ J.\ Math.\ 59, 327--352 (1987; Zbl 0637.44001)] to problems in the theory of continuous-time Markov chains. For this, the new notion of Markov integrated semigroups is introduced. For such families of operators, a generation theorem is proved and it turns out that they are only integrated strongly continuous semigroups if the generator is uniformly bounded. Moreover, a one-to-one correspondence between Markov integrated semigroups and continuous-time Markov chains and their \(Q\)-matrix is established -- the operators are just the mean sojourn time of a state. Conversely, this allows to give a criterion for the minimal \(Q\)-function to be a Feller--Reuter--Riley transition function. This answers a long-time open question originally posed by \textit{G.\,E.\,H.\thinspace Reuter} and \textit{P.\,W.\thinspace Riley} [J.\ Lond.\ Math.\ Soc., II.\ Ser.\ 5, 267--275 (1972; Zbl 0246.60064)].