• 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