Title of article
Approximations of quasi-stationary distributions for markov chains
Author/Authors
Breyer، نويسنده , , L.A. and Hart، نويسنده , , A.G.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
11
From page
69
To page
79
Abstract
We 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, and describe some important pitfalls.
Keywords
?-subinvariant measures , Conditioned processes , Limiting conditional distributions
Journal title
Mathematical and Computer Modelling
Serial Year
2000
Journal title
Mathematical and Computer Modelling
Record number
1591647
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