New methods for determining quasi-stationary distributions for Markov chains
| Contribuinte(s) |
Rodin, E.Y. |
|---|---|
| Data(s) |
01/01/2000
|
| Resumo |
We 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 mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Pergamon, Elsevier Science |
| Palavras-Chave | #Computer Science, Interdisciplinary Applications #Computer Science, Software Engineering #Mathematics, Applied #Markov Chains #Stochastic Models #Quasi-stationary Distributions #Birth-death Processes #Mu-invariant Measures #Minimal Process #Limit-theorems #Convergence #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences |
| Tipo |
Journal Article |
