Quasistationarity of continuous-time Markov chains with positive drift

DOI10.1017/S0334270000011735zbMATH Open0962.60063OpenAlexW2027266835MaRDI QIDQ4954064FDOQ4954064

A. Hart, Pauline Coolen-Schrijner, P. K. Pollett

Publication date: 14 June 2001

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0334270000011735

Recommendations

• Quasi-stationarity of discrete-time Markov chains with drift to infinity
• Quasistationarity in continuous-time Markov chains where absorption is not certain
• Quasi-stationarity and quasi-ergodicity of general Markov processes
• Quasistationary distributions for continuous time Markov chains when absorption is not certain
• Quasi-stationary distributions for a class of discrete-time Markov chains
• Quasi-ergodicity for non-homogeneous continuous-time Markov chains
• On the existence of a quasistationary measure for a Markov chain

zbMATH Keywords

last exit timelimiting conditional distribution

Mathematics Subject Classification ID

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

Cited In (3)

• Quasistationarity in continuous-time Markov chains where absorption is not certain
• Quasi-stationary distributions for queueing and other models
• Two-sided Markov chains

This page was built for publication: Quasistationarity of continuous-time Markov chains with positive drift

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4954064)