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A note on the classification of Q-processes when Q is not regular

Published online by Cambridge University Press:  14 July 2016

P. K. Pollett
P. K. Pollett*
Affiliation:
University of Queensland
*
∗Postal address: Department of Mathematics, The University of Queensland, St. Lucia, QLD 4067, Australia.
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Abstract

We shall provide a classification of states for processes other than the Feller minimal process. In particular, we shall study the regularity, recurrence, transience, etc. of these processes. Our results are based on the observation that certain honest Q-processes exhibit regenerative behaviour. We shall also comment on the problem of determining stationary distributions directly from the transition rates.

Keywords

MARKOV CHAINSINVARIANT MEASURE
Type
Research Papers
Information
Journal of Applied Probability , Volume 27 , Issue 2 , June 1990 , pp. 278 - 290
Copyright
Copyright © Applied Probability Trust 1990 

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