Some remarks on the duality of continuous time markov chains

DOI10.1080/03610928908830172zbMath0721.60081OpenAlexW2144890933MaRDI QIDQ5753314

William J. Anderson

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830172

zbMATH Keywords

Markov chainsdualityminimal solutionsq-matrices

Mathematics Subject Classification ID

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

Related Items (34)

Dual and Feller-Reuter-Riley transition functions ⋮ Birth-death processes and associated polynomials. ⋮ Stochastic population dynamics under regime switching ⋮ Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching ⋮ Criteria for Feller transition functions ⋮ Column continuous transition functions ⋮ Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions ⋮ Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations ⋮ Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions ⋮ Stochastic stabilization of hybrid differential equations ⋮ COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION ⋮ Finite horizon semi-Markov decision processes with application to maintenance systems ⋮ Stability in distribution of competitive Lotka-Volterra system with Markovian switching ⋮ The SIS epidemic model with Markovian switching ⋮ Stability in distribution of neutral stochastic functional differential equations with Markovian switching ⋮ Robust stability and controllability of stochastic differential delay equations with Markovian switching. ⋮ Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations ⋮ Continuous-time Markov decision processes with \(n\)th-bias optimality criteria ⋮ Numerical method for stationary distribution of stochastic differential equations with Markovian switching ⋮ Full ordering in the Shorrocks mobility sense of the semiring of monotone doubly stochastic matrices ⋮ General Harris regularity criterion for non-linear Markov branching processes ⋮ Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching ⋮ Applications of Feller-Reuter-Riley transition functions ⋮ Stability in distribution of neutral stochastic differential delay equations with Markovian switching ⋮ Approximate solutions of stochastic differential delay equations with Markovian switching ⋮ Birth-death processes with killing ⋮ Strong ergodicity of monotone transition functions ⋮ A Landau-Kolmogorov inequality for generators of families of bounded operators ⋮ Analysis of random walks with an absorbing barrier and chemical rule ⋮ Stochastic population dynamics under regime switching. II ⋮ Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching ⋮ Approximations of quasi-stationary distributions for Markov chains. ⋮ \(L^1\)-Poincaré inequality for discrete time Markov chains ⋮ Control of the transition probabilities of input rates of a flow in a network

Cites Work

• Unnamed Item
• Denumerable Markov processes and the associated contraction semigroups on l
• A sample path proof of the duality for stochastically monotone Markov processes
• The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes
• The Feller Property for Markov Semigroups on a Countable State Space

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