✦ LIBER ✦

New methods for determining quasi-stationary distributions for markov chains

✍ Scribed by A.G. Hart; P.K. Pollett

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 687 KB
Volume: 31
Category: Article
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(00)00081-9

No coin nor oath required. For personal study only.

✦ Synopsis

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 p-invariant measure m for Q to be p-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution.

📜 SIMILAR VOLUMES

Approximations of quasi-stationary distr

Approximations of quasi-stationary distributions for markov chains

✍ L.A. Breyer; A.G. Hart 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 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

Bounds for the quasi-stationary distribu

Bounds for the quasi-stationary distribution of some specialized Markov chains

✍ M. Kijima 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 470 KB

Further results on the relationship betw

Further results on the relationship between μ-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

✍ S. Elmes; P. Pollett; D. Walker 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 542 KB

Efficient estimation of the stationary d

Efficient estimation of the stationary distribution for exponentially ergodic Markov chains

✍ Spiridon Penev 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 990 KB

Quasi-Monte Carlo methods for Markov cha

Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space

✍ R. El Haddad; C. Lécot; P. L’Ecuyer; N. Nassif 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 297 KB

We describe a quasi-Monte Carlo method for the simulation of discrete time Markov chains with continuous multi-dimensional state space. The method simulates copies of the chain in parallel. At each step the copies are reordered according to their successive coordinates. We prove the convergence of t

An algorithm for determination of the co

An algorithm for determination of the copolymer molecular weight distribution by Markov chain simulation

✍ Latchezar Christov; George Georgiev 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 616 KB

A simple and general algorithm, convenient for computer implementation, for calculation of the copolymer molecular weight distribution (MWD), its moments, copolymer composition, etc. from standard data has been developed describing copolymerization as a Markovian process. The algorithm is applicable