scientific article; zbMATH DE number 5984141

MaRDI QIDQ3099668zbMATH OpenFDO

Authors Servet Martínez, Jaime San Martín

Publication date 1 December 2011

zbMATH Keywords

hitting timekilling timelumpingMarkov chainsmartingale propertyquasi-stationary distributions

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45)

Recommendations

• Quasi-stationary distributions for a class of discrete-time Markov chains
• Approximations of quasi-stationary distributions for Markov chains.
• Moments for stationary and quasi-stationary distributions of markov chains
• Bounds for the quasi-stationary distribution of some specialized Markov chains
• Quasi Stationary Distributions in Markov Chains with Absorbing Subchains
• Quasi-stationary distributions for reducible absorbing Markov chains in discrete time
• On the existence of quasi-stationary distributions in denumerable R-transient Markov chains

Cited in

(5)

• New methods for determining quasi-stationary distributions for Markov chains.
• Quasi-stationary distributions. Markov chains, diffusions and dynamical systems.
• Quasi-limiting distributions of Markov chains that are skip-free to the left in continuous time
• Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
• Theoretical properties of quasi-stationary Monte Carlo methods

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3099668)