Title of article :
Dual and Feller–Reuter–Riley transition functions
Author/Authors :
Yangrong Li، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2006
Abstract :
In this paper, we investigate duality and Feller–Reuter–Riley (FRR) property of continuous-time
Markov chains (CTMCs). A criterion of dual q-functions is given in terms of their q-matrices. For a
dual q-matrixQ, a necessary and sufficient conditions for the minimalQ-function to be a FRR transition
function are also given. Finally, by using dual technique, we give a criterion of FRR Q-functions
when Q is monotone.
2005 Elsevier Inc. All rights reserved
Keywords :
Continuous-time Markov chains , Duality , Stochastic monotonicity , FRR , q-matrices , Zero-entrance , Zero-exit , q-Functions
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications