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Insensitivity and reversed Markov processes

Published online by Cambridge University Press:  01 July 2016

W. Henderson
W. Henderson*
Affiliation:
University of Adelaide
*
∗Postal address: Department of Applied Mathematics, University of Adelaide, SA 5001, Australia.
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Abstract

This paper is concerned with the relationship between insensitivity in a certain class of Markov processes and properties of that process when time is reversed. Necessary and sufficient conditions for insensitivity are established and linked to already proved results. A number of examples of insensitive systems are given.

Keywords

SEMI-MARKOV SCHEMESBALANCE EQUATIONS
Type
Research Article
Information
Advances in Applied Probability , Volume 15 , Issue 4 , December 1983 , pp. 752 - 768
Copyright
Copyright © Applied Probability Trust 1983 

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Footnotes

The author wrote this paper while on sabbatical leave at the Statistical Laboratory, University of Cambridge, and the Department of Statistics, University of Newcastle upon Tyne.

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