A quasi-ergodic theorem for evanescent processes

DOI10.1016/S0304-4149(99)00018-6zbMath0996.60085MaRDI QIDQ1613660

Laird Breyer, Gareth O. Roberts

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processesergodic theoremsquasi-stationary distributions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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• Weak convergence of conditioned processes on a countable state space
• On the relationship between µ-invariant measures and quasi-stationary distributions for continuous-time Markov chains

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