Quasi-ergodic limits for finite absorbing Markov chains (Q2226460)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasi-ergodic limits for finite absorbing Markov chains |
scientific article |
Statements
Quasi-ergodic limits for finite absorbing Markov chains (English)
0 references
12 February 2021
0 references
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.
0 references
absorbing Markov chain
0 references
quasi-stationary measure
0 references
quasi-ergodic measure
0 references
substochastic matrix
0 references
0 references