Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains
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چکیده
We shall be concerned with the problem of determining the quasistationary distributions of an absorbing continuous-time Markov chain directly from the transition-rate matrix Q. We shall present conditions which ensure that any finite μ-invariant probability measure for Q is a quasistationary distribution. Our results will be illustrated with reference to birth and death processes. QUASISTATIONARY DISTRIBUTIONS; INVARIANT MEASURES; MARKOV CHAINS
منابع مشابه
Quasistationary Distributions for Continuous-Time Markov Chains
Quasistationary Distributions for Continuous-Time Markov Chains – p.1
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تاریخ انتشار 2004