Invariant measures and the q-matrix
F. P. Kelly
In "Probability, Statistics and Analysis:
Papers in Honour of Professor David Kendall"
(Editors J.F.C. Kingman and G.E.H. Reuter), 1983, 143-160.
London Mathematical Society Lecture Notes Series 79,
Cambridge University Press.
Abstract
This paper provides a necessary and sufficient condition for
a measure to be invariant for a Markov process. The condition is
expressed in terms of the q-matrix assumed to generate the process.
Paper: Invariant
measures and the q-matrix.
References.