An Efficient Procedure for Computing Quasi-Stationary Distributions of Markov Chains by Sparse Transition Structure

DOI10.2307/1427580MaRDI QIDQ4287970zbMATH OpenOpenAlexFDO

Authors P. K. Pollett, David E. Stewart

Publication date 19 April 1994

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427580

zbMATH Keywords

continuous-time Markov chainsquasi-stationary distributionArnoldi algorithmgeneral epidemic model

Mathematics Subject Classification ID

Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99) Continuous-time Markov processes on discrete state spaces (60J27)

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Cited in

(15)

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• The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain
• scientific article; zbMATH DE number 7297838 (Why is no real title available?)
• Schwarz methods for quasi stationary distributions of Markov chains
• Minimal quasi-stationary distributions under null \(R\)-recurrence
• Modelling quasi-stationary behaviour in metapopulations
• Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions
• scientific article; zbMATH DE number 2051225 (Why is no real title available?)
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Quasi-stationary distributions and population processes
• An iterative aggregation/disaggregation procedure for modelling the long-term behaviour of continuous-time evanescent random processes
• Alternating two-stage methods for consistent linear systems with applications to the parallel solution of Markov chains
• A diffusion approach to approximating preservation probabilities for gene duplicates
• A stochastic model for disease transmission in a managed herd, motivated by \textit{Neospora caninum} amongst dairy cattle
• A low-rank technique for computing the quasi-stationary distribution of subcritical Galton-Watson processes

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