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.


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.