Chen Mufa. Practical Criterion for Uniqueness of Q-Processes[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(2): 213-224.
Citation: Chen Mufa. Practical Criterion for Uniqueness of Q-Processes[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(2): 213-224.

Practical Criterion for Uniqueness of Q-Processes

  • The note begins with a short story on seeking for a practical sufficiency theorem for the uniqueness of time-continuous Markov jump processes, starting around 1977. The general result was obtained in 1985 for the processes with general state spaces. To see the sufficient conditions are sharp, a dual criterion for non-uniqueness was obtained in 1991. This note is restricted however to the discrete state space (then the processes are called Q-processes or Markov chains), for which the sufficient conditions just mentioned are showing at the end of the note to be necessary. Some examples are included to illustrate that the sufficient conditions either for uniqueness or for non-uniqueness are not only powerful but also sharp.
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