Abstract:
Let Q=\left(\beginarraycccc-\infty & b_1 & b_2 & \cdots \\ & -q_1 & & \\ & & -q_2 & \\ & & & \ddots\endarray\right) where 0≤
bi<∞,0≤
qi<∞,
i≥1. In the present paper, some necessary and sufficient conditions for
Q to be a
Q-matrix or an honest
Q-matrix are given respectively. Besides, it is proved that if
Q is a
Q-matrix, then there exist infinitely many
Q-processes. Similar results for the diagonal
Q-matrix with finite number of instantaneous states are derived. The processes constructed here can be explioitly represented by their Laplace transforms.