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2020 Markov process representation of semigroups whose generators include negative rates
Florian Völlering
Electron. Commun. Probab. 25: 1-7 (2020). DOI: 10.1214/20-ECP349

Abstract

Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we present stochastic characterizations of the semigroup generated by a generator with possibly negative rates. This is done by considering a larger state space with one or more particles and antiparticles, with antiparticles being particles carrying a negative sign.

Citation

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Florian Völlering. "Markov process representation of semigroups whose generators include negative rates." Electron. Commun. Probab. 25 1 - 7, 2020. https://doi.org/10.1214/20-ECP349

Information

Received: 27 April 2020; Accepted: 9 September 2020; Published: 2020
First available in Project Euclid: 22 September 2020

zbMATH: 07252787
Digital Object Identifier: 10.1214/20-ECP349

Subjects:
Primary: 60J27, 60J35

JOURNAL ARTICLE
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