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Markov Processes Relat. Fields 15, 191204 (2009) Markov MPRF&
 

Summary: Markov Processes Relat. Fields 15, 191204 (2009)
Markov MPRF&


Processes
and
Related Fields
c Polymat, Moscow 2009
Quasi-Stationary Distributions for
Reducible Absorbing Markov Chains in
Discrete Time
E.A. van Doorn1
and P.K. Pollett2
1 Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE
Enschede, The Netherlands. E-mail: e.a.vandoorn@utwente.nl
2 Department of Mathematics, The University of Queensland, Qld 4072, Australia.
E-mail: pkp@maths.uq.edu.au
Received November 17, 2008, revised April 6, 2009
Abstract. We consider discrete-time Markov chains with one coffin state and
a finite set S of transient states, and are interested in the limiting behaviour

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering