Approximate Stationary Probability Vectors of a Finite Markov Chain
β Scribed by Smith, J. L.
- Book ID
- 118191744
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1971
- Tongue
- English
- Weight
- 523 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0036-1399
- DOI
- 10.1137/0120061
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned
consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works