Quasi-stationarity of discrete-time Markov chains with drift to infinity

DOI10.1023/A:1010018406356zbMath0938.60061OpenAlexW1515284591MaRDI QIDQ1807743

Pauline Coolen-Schrijner, Philip K. Pollett

Publication date: 19 December 1999

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010018406356

zbMATH Keywords

limiting conditional distributiontransient Markov chaininvariant distribution

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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