Quasistationarity of continuous-time Markov chains with positive drift

DOI10.1017/S0334270000011735zbMath0962.60063OpenAlexW2027266835MaRDI QIDQ4954064

Pauline Coolen-Schrijner, Andrew G. Hart, Philip K. Pollett

Publication date: 14 June 2001

Published in: The Journal of the Australian Mathematical Society. Series B. Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0334270000011735

zbMATH Keywords

limiting conditional distributionlast exit time

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Quasi-stationary distributions for queueing and other models

This page was built for publication: Quasistationarity of continuous-time Markov chains with positive drift