Title of article :
Bounds for the quasi-stationary distribution of some specialized Markov chains
Author/Authors :
Kijima، نويسنده , , M.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
The quasi-stationary distributions of Markov chains have been investigated by many papers and are known to have considerable practical importance in, e.g., biological, chemical and applied probability models. However, computation of the quasi-stationary distributions is often nontrivial, which has limited its use in practice despite the usefulness of its own, except for some simple cases. This paper develops some bounds, which are relatively easy to calculate, for the quasi-stationary distribution of some specialized Markov chains.
Keywords :
Perron-Frobenius theorem , Stochastic monotonicity , Stationary distribution , Birth-death process
Journal title :
Mathematical and Computer Modelling
Journal title :
Mathematical and Computer Modelling