Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 0858.60067
Hart, A.G.; Pollett, P.K.
Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains. (English)
[A] Heyde, C. C. (ed.) et al., Athens conference on applied probability and time series analysis, Athens, Greece, March 22--26, 1995. Vol. I: Applied probability. In honor of J. M. Gani. Berlin: Springer. Lect. Notes Stat., Springer-Verlag. 114, 116-126 (1996). ISBN 0-387-94788-4

Summary: We shall be concerned with the problem of determining the quasistationary distributions of an absorbing continuous-time Markov chain directly from the transition-rate matrix $Q$. We shall present conditions which ensure that any finite $\mu$-invariant probability measure for $Q$ is a quasistationary distribution. Our results will be illustrated with reference to birth and death processes.

MSC 2000:: *60J27 Markov chains with continuous parameter

Keywords: quasistationary distributions; Markov chain; $\mu$-invariant probability measure; birth and death processes

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Simple Search

Zentralblatt MATH Berlin [Germany]