Some remarks on the duality of continuous time markov chains |
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| Authors: | W.J. Anderson |
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| Affiliation: | Department of Mathematics and Statistics , McGill University , 805 Sherbrooke Street West, Montréal, H3A 2K6, Canada |
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| Abstract: | A simple proof of Siegmund's result on the relation between dual q-matrices and dual transition functions for Markov chains is given. A byproduct is a uniqueness result for minimal solutions of stochastically monotone q-matrices. |
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| Keywords: | Duality Markov chain minimal solution q-matrix |
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