Classification of States and Invariant Measures

  • William J. Anderson
Part of the Springer Series in Statistics book series (SSS)


Let \({P_{ij}}\left( t \right),ij \in E\), be a standard transition function, and let \(\left\{ {X\left( t \right),t \geqslant 0} \right\}\) denote a continuous-time Markov chain with state space E, and having \({P_{ij}}\left( t \right)\) as its transition function.


Markov Chain Invariant Measure Transition Function Decay Parameter Invariant Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag New York Inc. 1991

Authors and Affiliations

  • William J. Anderson
    • 1
  1. 1.Department of Mathematics and StatisticsMcGill UniversityMontrealCanada

Personalised recommendations