Quasi-Stationary Distributions: Continued Fraction and Chain Sequence Criteria for Recurrence

Authors

  • Pablo A. Ferrari Universidade de São Paulo. Instituto de Matemática e Estatística
  • Servet Martínez A. Universidad de Chile. Facultad de Ciencias Fisicas y Matematicas

DOI:

https://doi.org/10.11606/resimeusp.v1i2/3.74585

Keywords:

Quasi-stationary distribution, Yaglon limit, Birth and death chain

Abstract

We study quasi-stationary distributions (q.s.d.) for Markov chains. We review some recent results relating q.s.d. Yaglom limit and limit distributions conditioned to non absorption. 

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Published

1994-05-01

Issue

Vol. 1 No. 2/3 (1994)

Section

Contents

License

Copyright (c) 1994 Pablo A. Ferrari, Servet Martínez A.

Creative Commons License

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.

How to Cite

Quasi-Stationary Distributions: Continued Fraction and Chain Sequence Criteria for Recurrence. (1994). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 1(2/3), 321-333. https://doi.org/10.11606/resimeusp.v1i2/3.74585