Quasi-stationarity and quasi-ergodicity for discrete-time Markov chains with absorbing boundaries moving periodically

zbMath1390.60023arXiv1707.08419MaRDI QIDQ4638251

William Oçafrain

Publication date: 4 May 2018

Full work available at URL: https://arxiv.org/abs/1707.08419

zbMATH Keywords

random walkquasi-stationary distributionquasi-limiting distributionQ-processperiodic moving boundariesquasi ergodic distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Groups and semigroups of linear operators (47D03) Convergence of probability measures (60B10) Limit theorems in probability theory (60F99)

Related Items (5)

\(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries ⋮ An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries ⋮ Quasi-stationarity for one-dimensional renormalized Brownian motion ⋮ Exponential mixing property for absorbing Markov processes ⋮ Some conditional limiting theorems for symmetric Markov processes with tightness property

Cites Work

• Quasi-stationary distributions and population processes
• Non-negative matrices and Markov chains.
• Quasi-Stationary Distributions
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

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