Quasi-stationary distributions of birth-and-death processes
- 1 March 1978
- journal article
- research article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 10 (03) , 570-586
- https://doi.org/10.1017/s0001867800031050
Abstract
Letqn(t) be the conditioned probability of finding a birth-and-death process in statenat timet,given that absorption into state 0 has not occurred by then. A family {q1(t),q2(t), · · ·} that is constant in time is a quasi-stationary distribution. If any exist, the quasi-stationary distributions comprise a one-parameter family related to quasi-stationary distributions of finite state-space approximations to the process.Keywords
This publication has 4 references indexed in Scilit:
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