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Computing the stationary distribution for infinite Markov chains

โœ Scribed by E. Seneta


Book ID
107824830
Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
483 KB
Volume
34
Category
Article
ISSN
0024-3795

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Approximations of quasi-stationary distr
โœ L.A. Breyer; A.G. Hart ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 768 KB

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