Yaglom limit via Holley inequality

DOI10.1214/14-BJPS269zbMath1321.60142arXiv1410.1976WikidataQ101496443 ScholiaQ101496443MaRDI QIDQ2349051

Leonardo T. Rolla, Pablo A. Ferrari

Publication date: 16 June 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.1976

zbMATH Keywords

stochastic orderMarkov chainquasi-stationary distributionsYaglom limitHolley inequalityquasi-limiting distributions

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Front propagation and quasi-stationary distributions for one-dimensional Lévy processes ⋮ Discretisation and duality of optimal Skorokhod embedding problems ⋮ Yaglom limits can depend on the starting state

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