Yaglom limits can depend on the starting state (Q5214989): Difference between revisions

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scientific article; zbMATH DE number 7163635
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Yaglom limits can depend on the starting state
scientific article; zbMATH DE number 7163635

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    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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