Uniqueness criteria for continuous-time Markov chains with general transition structures
We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous result of G. E. H. Reuter, which provides a convenient means of checking various uniqueness criteria for...
Main Authors: | , , , |
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Format: | Journal article |
Language: | English |
Published: |
2005
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