CONDITIONS FOR INTEGRABILITY OF MARKOV-CHAINS

Authors
HAMZA K KLEBANER FC
Citation
K. Hamza et Fc. Klebaner, CONDITIONS FOR INTEGRABILITY OF MARKOV-CHAINS, Journal of Applied Probability, 32(2), 1995, pp. 541-547
Citations number
5
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
32
Issue
2
Year of publication
1995
Pages
541 - 547
Database
ISI
SICI code
0021-9002(1995)32:2<541:CFIOM>2.0.ZU;2-M
Abstract
We give simple sufficient conditions for integrability of continuous-t ime Markov chains in terms of their infinitesimal parameters. Similar conditions for regularity are stated first, and a simple proof given.