Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154158 | Statistics & Probability Letters | 2007 | 5 Pages |
Abstract
A monotone transition function P(t)P(t) is by definition strongly monotone if it is also a Feller–Reuter–Riley (FRR) transition function. We give a criterion, in terms of q-matrix Q, for existence of strongly monotone Q-function, and show that if exists it is the unique Q-function. As a consequence, we give a criterion for a Feller minimal monotone chain to be strongly ergodic.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yangrong Li,