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Approximations of quasi-stationary distributions for markov chains

โœ Scribed by L.A. Breyer; A.G. Hart

Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
768 KB
Volume
31
Category
Article
ISSN
0895-7177

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โœฆ Synopsis

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, and describe some important pitfalls.

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