Yaglom limits can depend on the starting state (Q5214989): Difference between revisions
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Revision as of 23:53, 19 April 2024
scientific article; zbMATH DE number 7163635
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English | Yaglom limits can depend on the starting state |
scientific article; zbMATH DE number 7163635 |
Statements
Yaglom limits can depend on the starting state (English)
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5 February 2020
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quasi-stationary distribution
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\(R\)-transient distribution
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\(\rho\)-Martin boundary
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Yaglom limit
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gambler's ruin
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eigenvalue
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eigenvector
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time reversal
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Doob's \(h\)-transformation
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change of measure
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invariant measure
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harmonic function
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substochastic transition matrix
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