Simple Search

Query:

Enter a query and click »Search«...

Format:

Display: entries per page entries

Zbl 1042.60522
Hart, A. G.; Pollett, P. K.
New methods for determining quasi-stationary distributions for Markov chains. (English)
[J] Math. Comput. Modelling 31, No. 10-12, 143-150 (2000). ISSN 0895-7177

Summary: We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates $Q$. We shall present simple conditions for a $\mu$-invariant measure m for $Q$ to be $\mu$-invariant for the transition function, so that if $m$ is finite, it can be normalized to produce a quasi-stationary distribution.

MSC 2000:: *60J10 Markov chains with discrete parameter

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

	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]