Limiting process of absorbing Markov chains

DOI10.1007/S11464-014-0400-8zbMATH Open1309.60079OpenAlexW2140217508MaRDI QIDQ2259232FDOQ2259232

Authors: Jinwen Chen 

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

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zbMATH Keywords

large deviationsprincipal eigenvaluequasi-stationary distributionabsorbing Markov chainsdecay parameter

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Asymptotic evaluation of certain markov process expectations for large time, I
• Continuous-time Markov chains. An applications-oriented approach
• Asymptotic evaluation of certain Markov process expectations for large time—III
• Asymptotic evaluation of certain markov process expectations for large time. IV
• Asymptotic evaluation of certain markov process expectations for large time, II
• Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains
• The Exponential Decay of Markov Transition Probabilities
• Large deviations and related problems for absorbing Markov chains
• On the maximum entropy principle for uniformly ergodic Markov chains

Cited In (1)

• Absorbing process in recursive stochastic equations

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