Homogeneous Denumerable Markov Processes |
Common terms and phrases
1-bounded equations atomic almost closed b₁ blockable random Cauchy sequence closed set Corollary deduce defined Definition denote determined uniquely distribution and moments dX)e equations x₁ excessive function excessive measure exist infinitely F-type Q-process finite first-type system harmonic function holds homogeneous denumerable Markov ie E ie E₁ je E k&A H Lemma Markov chain Markov process Markov property matrix of order minimal nonnegative solution minimal Q-process N-BF-type necessary and sufficient nonnegative linear equations P₁ Pij(t Pmin Pmin1 probability space proof of Theorem pseudo-normal system Q is conservative Q is nonconservative Q-matrix is given Q-process is unique Q-process of order random system random variable recurrent second-type strictly nonhomogeneous equations sufficient condition Suppose a Q-matrix system of 1-bounded system of equations system of nonnegative system of strictly t₁ Theorem unique ordinary zero solution
References to this book
Continuous-time Markov Chains and Applications: A Singular Perturbation Approach George Yin,Qing Zhang No preview available - 1998 |
Markov Processes and Controlled Markov Chains Zhenting Hou,Jerzy A. Filar,Anyue Chen Limited preview - 2002 |