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
Link To Document :
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