New Methods for Determining Quasi-Stationary Distributions for Markov Chains

نویسنده

P. K. POLLETT

چکیده

we shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a p-invariant measure m for Q to be p-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. @ 2000 Elsevier Science Ltd. All rights reserved. Keywords-Markov chains, Stochastic models, Quasi-stationary distributions.

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