Quasi-ergodic limits for finite absorbing Markov chains

DOI10.1016/j.laa.2020.09.011zbMath1458.37004arXiv2005.12738OpenAlexW3087039663WikidataQ114152143 ScholiaQ114152143MaRDI QIDQ2226460

Martin Rasmussen, Fritz Colonius

Publication date: 12 February 2021

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.12738

zbMATH Keywords

substochastic matrixquasi-stationary measureabsorbing Markov chainquasi-ergodic measure

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Stochastic matrices (15B51)

Related Items

An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries ⋮ Exponential mixing property for absorbing Markov processes

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