Examples of convergence and non-convergence of Markov chains conditioned not to die

DOI10.1214/EJP.V7-100zbMath1014.60074OpenAlexW2009721390MaRDI QIDQ1858645

John Warren, S. D. Jacka

Publication date: 13 February 2003

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122719

zbMATH Keywords

Martin boundarySkorokhod topologysuperharmonic functionconditioned Markov processChoquet representationMartin topologyevanescent processKolmogorov K2 chain

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic processes (60G99) Convergence of probability measures (60B10) Continuous-time Markov processes on discrete state spaces (60J27) Local time and additive functionals (60J55) Boundary theory for Markov processes (60J50)

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Markov Chains Conditioned Never to Wait Too Long at the Origin ⋮ Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time

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