Article ID: | iaor19921902 |
Country: | United Kingdom |
Volume: | 23 |
Issue: | 2 |
Start Page Number: | 277 |
End Page Number: | 292 |
Publication Date: | Jun 1991 |
Journal: | Advances in Applied Probability |
Authors: | Pollett P.K. |
The problem of determining invariant measures for continuous-time Markov chains directly from their transition rates is considered. The major result provides necessary and sufficient conditions for the existence of a unique ‘single-exit’ chain with a specified invariant measure. This generalizes a result of Hou Chen-Ting and Chen Mufa that deals with symmetrically reversible chains. A simple sufficient condition for the existence of a unique