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The Existence of Moments for Stationary Markov Chains

โœ Scribed by R. L. Tweedie


Book ID
111889186
Publisher
Applied Probability Trust
Year
1983
Tongue
English
Weight
439 KB
Volume
20
Category
Article
ISSN
0021-9002

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Approximations of quasi-stationary distr
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