A NOTE ON EVANESCENT PROCESSES

DOI10.1111/J.1467-842X.1992.TB01067.XMaRDI QIDQ4696455zbMATH OpenOpenAlexFDO

Authors D. Vere-Jones, P. K. Pollett

Publication date 29 June 1993

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1992.tb01067.x

zbMATH Keywords

exponential ergodicityinvariant measuresMarkov chainquasistationary distributions

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

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(11)

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• New methods for determining quasi-stationary distributions for Markov chains.
• The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain
• A note on the Bramson-Kalikow process
• Quasi-stationary distributions for discrete-state models
• On the existence of uni-instantaneous Q-processes with a given finite μ-invariant measure
• Some remarks on the Rayleigh process
• Exponentiality of first passage times of continuous time Markov chains
• On the relationship between µ-invariant measures and quasi-stationary distributions for continuous-time Markov chains
• Survival in a quasi-death process
• Quasi-stationary distributions for birth-death processes with killing

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