Zhang, Hanjun and Chen, Anyue (1999) Stochastic comparability and dual q-functions. Journal of Mathematical Analysis and Applications, 234 (2). pp. 482-499. ISSN 0022-247X (doi:10.1006/jmaa.1999.6356)

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Abstract

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

Item Type:	Article
Uncontrolled Keywords:	stochastic comparability, duality, stochastic monotonicity, Feller–Reuter–Riley transition functions, zero-exit, zero-entrance
Subjects:	Q Science > QA Mathematics
Pre-2014 Departments:	School of Computing & Mathematical Sciences
Related URLs:	http://www2.gre.ac.uk/about/schools/cms
Last Modified:	14 Oct 2016 09:00
URI:	http://gala.gre.ac.uk/id/eprint/372

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