Limiting process of absorbing Markov chains
From MaRDI portal
Publication:2259232
DOI10.1007/s11464-014-0400-8zbMath1309.60079MaRDI QIDQ2259232
Publication date: 27 February 2015
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-014-0400-8
principal eigenvalue; large deviations; quasi-stationary distribution; decay parameter; absorbing Markov chains
Cites Work
- On the maximum entropy principle for uniformly ergodic Markov chains
- Continuous-time Markov chains. An applications-oriented approach
- Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains
- Large deviations and related problems for absorbing Markov chains
- Asymptotic evaluation of certain markov process expectations for large time. IV
- Asymptotic evaluation of certain markov process expectations for large time, I
- Asymptotic evaluation of certain markov process expectations for large time, II
- Asymptotic evaluation of certain Markov process expectations for large time—III
- The Exponential Decay of Markov Transition Probabilities