Quasi-stationary Distributions for a Class of Discrete-time Markov Chains
โ Scribed by Pauline Coolen-Schrijner; Erik A. van Doorn
- Publisher
- Springer US
- Year
- 2006
- Tongue
- English
- Weight
- 392 KB
- Volume
- 8
- Category
- Article
- ISSN
- 1387-5841
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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