๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains

โœ Scribed by David C. Flaspohler

Publisher
Springer Japan
Year
1974
Tongue
English
Weight
249 KB
Volume
26
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Approximations of quasi-stationary distr
Approximations of quasi-stationary distributions for markov chains
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

New methods for determining quasi-statio
New methods for determining quasi-stationary distributions for markov chains
โœ A.G. Hart; P.K. Pollett ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 687 KB

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 normali