Quasi-stationary distributions for Markov chains on a general state space
1974 ◽
Vol 11
(04)
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pp. 726-741
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Keyword(s):
The quasi-stationary behaviour of a Markov chain which is φ-irreducible when restricted to a subspace of a general state space is investigated. It is shown that previous work on the case where the subspace is finite or countably infinite can be extended to general chains, and the existence of certain quasi-stationary limits as honest distributions is equivalent to the restricted chain being R-positive with the unique R-invariant measure satisfying a certain finiteness condition.
1976 ◽
Vol 8
(04)
◽
pp. 737-771
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Keyword(s):
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1997 ◽
Vol 121
(1)
◽
pp. 101-113
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2006 ◽
Vol 43
(4)
◽
pp. 1194-1200
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Keyword(s):
2006 ◽
Vol 43
(04)
◽
pp. 1194-1200
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Keyword(s):
1985 ◽
Vol 22
(01)
◽
pp. 123-137
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