Moments for stationary and quasi-stationary distributions of markov chains

DOI10.2307/3213754zbMATH Open0563.60079OpenAlexW2320209662MaRDI QIDQ3676933FDOQ3676933

R. L. Tweedie, Eugene Seneta

Publication date: 1985

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213754

zbMATH Keywords

substochastic matrixconditional limit distributionsmultitype subcritical Galton-Watson process

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (10)

• Lower order moments of inter-transition times in the stationary QBD process
• Nonzero-sum stochastic games with unbounded costs: Discounted and average cost cases
• Moments of Markov random evolutions
• New methods for determining quasi-stationary distributions for Markov chains.
• On stationary Markov processes with polynomial conditional moments
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• Asymptotic behaviour of the survival probabilities in an inhomogeneous semi-Markov model for the migration process in credit risk
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• Zero-sum stochastic games with unbounded costs: Discounted and average cost cases
• Title not available (Why is that?)

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