For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-m...For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-matrix of P（t）, is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.展开更多
基金Supported by NSFC(Grant Nos.11626245 and 11571043)
文摘For the continuous time Markov chain with transition function P（t） on Z d ＋ , we give the necessary and sufficient conditions for the existence of its Siegmund dual with transition function P - （t）. If Q, the q-matrix of P（t）, is uniformly bounded, we show that the Siegmund dual relation can be expressed directly in terms of q-matrices, and a sufficient condition under which the Q-function is the Siegnmnd dual of some Q-function is also given.
