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- W2144826712 abstract "This note examines the connection between μ-invariant measures for the transition function of a continuous-time Markov chain and those of its q-matrix, Q. The major result establishes a necessary and aufficient condition for a convergent μ-invariant measure for Q to be μ-inhant for the minimal transition function, P, under the assumption that P is honest. This corrects Theorem 6 of Vere-Jones (1969) and the first part of Corollary 1 of Pollett (1986), both of which assert that the above conclusion holds in the absence of this condition. The error was pointed out by E.A. van Doom (1991) and the counterexample which be presented provides the basis for the present arguments. In determining where the error occurred in the original proof, we are able to identify a simple sufficient condition for μ-invariance." @default.
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- W2144826712 date "1992-09-01" @default.
- W2144826712 modified "2023-09-23" @default.
- W2144826712 title "A NOTE ON EVANESCENT PROCESSES" @default.
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- W2144826712 doi "https://doi.org/10.1111/j.1467-842x.1992.tb01067.x" @default.
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