Further results on the relationship between μ-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on μ-invariant and μ-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the μ-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between μ-invariant measures and quasi-stationary distributions is discussed.