<p><p>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 condi
Markov Chains, Coupling, Stationary Distribution
✍ Scribed by Eric Vigoda
- Publisher
- University of Chicago
- Year
- 2003
- Tongue
- English
- Leaves
- 7
- Series
- Lecture Notes on Markov Chain Monte Carlo Methods 02
- Category
- Library
No coin nor oath required. For personal study only.
✦ Subjects
CS37101-1; CS37101; CS 37101 1
📜 SIMILAR VOLUMES
<p>The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, which is the defining hypothesis of what we call a "chain" here, generates more clear-cut question
From the reviews: <p> J. Neveu, 1962 in Zentralblatt für Mathematik, 92.Band Heft 2, p. 343: "Ce livre écrit par l'un des plus éminents spécialistes en la matière, est un exposé très détaillé de la théorie des processus de Markov définis sur un espace dénombrable d'états et homogènes dans le temps (
From the reviews: <p> J. Neveu, 1962 in Zentralblatt fГјr Mathematik, 92.Band Heft 2, p. 343: "Ce livre Г©crit par l'un des plus Г©minents spГ©cialistes en la matiГЁre, est un exposГ© trГЁs dГ©taillГ© de la thГ©orie des processus de Markov dГ©finis sur un espace dГ©nombrable d'Г©tats et homogГЁne