Quasistationarity of continuous-time Markov chains with positive drift

DOI10.1017/S0334270000011735zbMATH Open0962.60063OpenAlexW2027266835MaRDI QIDQ4954064FDOQ4954064

Authors: Pauline Coolen-Schrijner, A. Hart, 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

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zbMATH Keywords

last exit timelimiting conditional distribution

Mathematics Subject Classification ID

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

Cited In (4)

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

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