Markov processes and Martin boundaries
نویسندگان
چکیده
منابع مشابه
Quasistationarity and Martin Boundaries: Conditioned Processes
Consider a Markov process X with finite lifetime ζ. In this paper, we derive sufficient conditions which allow the conditioning of X to an infinite lifetime. This is accomplished by showing the weak convergence, as s → ∞, of the laws of (Xr : r ≤ t | ζ > s).
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ژورنال
عنوان ژورنال: Bulletin of the American Mathematical Society
سال: 1963
ISSN: 0002-9904
DOI: 10.1090/s0002-9904-1963-10937-4