Article ID Journal Published Year Pages File Type
4619838 Journal of Mathematical Analysis and Applications 2009 13 Pages PDF
Abstract

This paper presents some conditions for the minimal Q-function to be a Feller transition function, for a given q-matrix Q. We derive a sufficient condition that is stated explicitly in terms of the transition rates. Furthermore, some necessary and sufficient conditions are derived of a more implicit nature, namely in terms of properties of a system of equations (or inequalities) and in terms of the operator induced by the q-matrix. The criteria lead to some perturbation results. These results are applied to birth–death processes with killing, yielding some sufficient and some necessary conditions for the Feller property directly in terms of the rates. An essential step in the analysis is the idea of associating the Feller property with individual states.

Related Topics
Physical Sciences and Engineering Mathematics Analysis