On the existence of a quasistationary measure for a Markov chain
From MaRDI portal
Publication:1872193
DOI10.1214/aop/1008956338zbMath1018.60071OpenAlexW1863632028MaRDI QIDQ1872193
Charles E. M. Pearce, Jean-Bernard Lasserre
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1008956338
Related Items
On the existence of a quasistationary measure for a Markov chain ⋮ Entrance times of random walks: with applications to pension fund modeling ⋮ Criteria for Feller transition functions ⋮ On the stability of positive semigroups ⋮ Quasi-stationary distributions for randomly perturbed dynamical systems ⋮ Quasilimiting behavior for one-dimensional diffusions with killing ⋮ Bifurcations of stationary measures of random diffeomorphisms ⋮ Quasistationary distributions for one-dimensional diffusions with killing
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains
- Ergodic theorems and ergodic decomposition for Markov chains
- On the quasi-stationary distribution of a stochastic Ricker model
- On the existence of a quasistationary measure for a Markov chain
- Existence of quasi-stationary distributions: A renewal dynamical approach
- Existence and uniqueness of an invariant probability for a class of Feller Markov chains
- Mathematical Methods of Economics
- Exponential decay and ergodicity of general Markov processes and their discrete skeletons
- Generalizations of Farkas’ Theorem
- Quasi-stationary laws for Markov processes: examples of an always proximate absorbing state
- A ratio limit theorem for (sub) Markov chains on {1,2, …} with bounded jumps
- On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
