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
โฆ LIBER โฆ
Schwarz methods for quasi stationary distributions of Markov chains
โ Scribed by Guangbao Guo; Weidong Zhao
- Publisher
- Springer Milan
- Year
- 2011
- Tongue
- English
- Weight
- 570 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0008-0624
No coin nor oath required. For personal study only.
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