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

Authors

  • Pablo A. Ferrari Instituto de Matemática e Estatfstica, Universidade de Sao Paulo
  • Servet Martínez A. Universidad de Chile, Facultad de Ciencias Fisicas y Matematicas, Departamento de lngenierfa Matematica

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. 

Downloads

Download data is not yet available.

Downloads

Issue

Vol. 1 No. 2/3 (1994)

Section

Contents

How to Cite

Quasi-Stationary Distributions: Continued Fraction and Chain Sequence Criteria for Recurrence. (2014). 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