Quasi-ergodic limits for finite absorbing Markov chains (Q2226460)
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scientific article
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| English | Quasi-ergodic limits for finite absorbing Markov chains |
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Quasi-ergodic limits for finite absorbing Markov chains (English)
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12 February 2021
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Based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths, the authors present formulas for quasi-ergodic limits of finite absorbing reducible Markov chains.
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absorbing Markov chain
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quasi-stationary measure
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quasi-ergodic measure
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substochastic matrix
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0.8281341791152954
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0.8223821520805359
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0.8175384402275085
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0.8075815439224243
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