Limiting process of absorbing Markov chains

DOI10.1007/s11464-014-0400-8zbMath1309.60079OpenAlexW2140217508MaRDI QIDQ2259232

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

zbMATH Keywords

principal eigenvaluelarge deviationsquasi-stationary distributiondecay parameterabsorbing Markov chains

Mathematics Subject Classification ID

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

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

This page was built for publication: Limiting process of absorbing Markov chains