Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity (Q2923434)
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scientific article; zbMATH DE number 6356258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity |
scientific article; zbMATH DE number 6356258 |
Statements
15 October 2014
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process with absorption
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quasi-stationary distribution
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Yaglom limit
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mixing property
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birth-and-death process
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Existence and uniqueness of a quasistationary distribution for Markov processes with fast return from infinity (English)
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A quasi-stationary distribution (QSD) for a stable continuous-time Markov process evolving in the positive integer space \(X\) is a probability measure which is stationary for the process conditioned not to be absorbed. The contributions of the article are two-fold. Firstly one gives a criterion which warrants the existence and the uniqueness of a QSD, and secondly one shows that the conditional distribution of the considered process converges exponentially fast in the total variation norm to a unique QSD.
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