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A note on the classification of Q-processes when Q is not regular
Published online by Cambridge University Press: 14 July 2016
Abstract
We shall provide a classification of states for processes other than the Feller minimal process. In particular, we shall study the regularity, recurrence, transience, etc. of these processes. Our results are based on the observation that certain honest Q-processes exhibit regenerative behaviour. We shall also comment on the problem of determining stationary distributions directly from the transition rates.
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- Copyright © Applied Probability Trust 1990
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