We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \to \infty,$ conditional on survival up to $n$. It is known that, when $S$ is irreducible, the limiting conditional distribution of the chain equals the (unique) quasi-stationary distribution of the chain, while the latter is the (unique) $\rho$-invariant distribution for the one-step transition probability matrix of the (sub)Markov chain on $S,$ $\rho$ being the Perron-Frobenius eigenvalue of this matrix. Addressing similar issues in a setting in which $S$ may be reducible, we identify all quasi-stationary distributions and obtain a necessary and sufficient condition...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
Recently, Elmes et al. (see [2]) proposed a definition of a quasistationary distribution to accommod...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We consider a Markov chain in continuous time with an absorbing coffin state and a finite set $S$ of...
AbstractWe consider a Markov chain in continuous time with one absorbing state and a finite set S of...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general redu...
We consider a discrete-time Markov chain on the non-negative integers with drift to infinity and stu...
Recently, Elmes, Pollett and Walker [2] proposed a definition of a quasistationary distribution to a...
We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible ...
In a recent paper, van Doorn (1991) explained how quasi-stationary distributions for an absorbing bi...
International audienceWe are interested in quasi-stationarity and quasi-ergodicity when the absorbin...
This note considers continuous-time Markov chains whose state space consists of an irreducible class...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
Recently, Elmes et al. (see [2]) proposed a definition of a quasistationary distribution to accommod...
We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient stat...
We consider a Markov chain in continuous time with an absorbing coffin state and a finite set $S$ of...
AbstractWe consider a Markov chain in continuous time with one absorbing state and a finite set S of...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general redu...
We consider a discrete-time Markov chain on the non-negative integers with drift to infinity and stu...
Recently, Elmes, Pollett and Walker [2] proposed a definition of a quasistationary distribution to a...
We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible ...
In a recent paper, van Doorn (1991) explained how quasi-stationary distributions for an absorbing bi...
International audienceWe are interested in quasi-stationarity and quasi-ergodicity when the absorbin...
This note considers continuous-time Markov chains whose state space consists of an irreducible class...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
Many Markov chains with a single absorbing state have a unique limiting conditional distribution (LC...
Recently, Elmes et al. (see [2]) proposed a definition of a quasistationary distribution to accommod...