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- W2099374124 abstract "We consider the problem of establishing the existence of stationary distributions for continuous-time Markov chains directly from the transition rates Q . Given an invariant probability distribution m for Q , we show that a necessary and sufficient condition for m to be a stationary distribution for the minimal process is that Q be regular. We provide sufficient conditions for the regularity of Q that are simple to verify in practice, thus allowing one to easily identify stationary distributions for a variety of models. To illustrate our results, we shall consider three classes of multidimensional Markov chains, namely, networks of queues with batch movements, semireversible queues, and partially balanced Markov processes." @default.
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- W2099374124 title "On the Problem of Establishing the Existence of Stationary Distributions for Continuous-Time Markov Chains" @default.
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