Two-sided taboo limits for Markov processes and associated perfect simulation.

DOI10.1016/S0304-4149(00)00050-8zbMath1047.60066OpenAlexW2077308005WikidataQ127120654 ScholiaQ127120654MaRDI QIDQ1879501

Hermann Thorisson, Peter W. Glynn

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00050-8

zbMATH Keywords

Markov chainsMarkov processesdiffusionsquasi-stationary distributionperfect simulation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (6)

On the dynamics of a finite buffer queue conditioned on the amount of loss ⋮ Phase transitions and metastability in Markovian and molecular systems ⋮ Diffusion approximations for the maximum of a perturbed random walk ⋮ Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures ⋮ Structural characterization of taboo-stationarity for general processes in two-sided time. ⋮ Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation

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