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Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions

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  • Li, Yangrong

Abstract

A monotone transition function 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.

Suggested Citation

  • Li, Yangrong, 2007. "Strongly monotone q-functions and a note on strong ergodicity of monotone q-functions," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 396-400, February.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:4:p:396-400
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    1. Zhang, Hanjun & Chen, Anyue & Lin, Xiang & Hou, Zhenting, 2001. "Strong ergodicity of monotone transition functions," Statistics & Probability Letters, Elsevier, vol. 55(1), pages 63-69, November.
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