An Efficient Procedure for Computing Quasi-Stationary Distributions of Markov Chains by Sparse Transition Structure
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Publication:4287970
DOI10.2307/1427580zbMath0797.60060OpenAlexW2052972731MaRDI QIDQ4287970
Philip K. Pollett, David E. Stewart
Publication date: 19 April 1994
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427580
Bayesian inference (62F15) Continuous-time Markov processes on discrete state spaces (60J27) Probabilistic methods, stochastic differential equations (65C99)
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