On quasi-stationary distributions in absorbing continuous-time finite Markov chains
- 1 November 1967
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 4 (1) , 192-196
- https://doi.org/10.2307/3212311
Abstract
In a recent paper, the authors have discussed the concept of quasi-stationary distributions for absorbing Markov chains having a finite state space, with the further restriction of discrete time. The purpose of the present note is to summarize the analogous results when the time parameter is continuous.Keywords
This publication has 5 references indexed in Scilit:
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- Quasi-Stationary Distributions and Time-Reversion in GeneticsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1966
- On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of statesJournal of Applied Probability, 1966
- On Quasi-Stationary distributions in absorbing discrete-time finite Markov chainsJournal of Applied Probability, 1965
- Finite Continuous Time Markov ChainsTheory of Probability and Its Applications, 1961