Quasistationarity and Martin Boundaries: Conditioned Processes
نویسنده
چکیده
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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تاریخ انتشار 1998