Classification of States and Invariant Measures

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

Abstract

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.

Keywords

Entropy Assure Eter Kelly 

Preview

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