Which properties apply to an infinitesimal generator matrix


 Assignment:

1. Prove that the transition matrix P(u) of a continuous-time MC is continuous in the non-negative axis.

2. Which of the following properties apply to an infinitesimal generator matrix Q?

a) Elements are non-negative, except for those in the main diagonal that may assume any value.

b) Elements are non-negative, except for those in the main diagonal, so that the elements of each row sum to zero.

c) Each element may be positive or negative, given that the elements of each row sum to zero.

d) Each element may be positive or negative, given that the elements of each column sum to zero.

e) All elements are lower or equal to one, so that the elements of each row sum to one.

f) All elements are lower or equal to one, so that the elements of each column sum to one.

g) All elements are positive.

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