Quasi-stationary distributions in semi-Markov processes
1970 ◽
Vol 7
(02)
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pp. 388-399
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Keyword(s):
Our main concern in this paper is the convergence, as t → ∞, of the quantities i, j ∈ E; where Pij (t) is the transition probability of a semi-Markov process whose state space E is irreducible but not closed (i.e., escape from E is possible), and rj is the probability of eventual escape from E conditional on the initial state being i. The theorems proved here generalize some results of Seneta and Vere-Jones ([8] and [11]) for Markov processes.
1972 ◽
Vol 9
(03)
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pp. 671-676
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Keyword(s):
2004 ◽
Vol 41
(3)
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pp. 746-757
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