Direct analytical methods for determining quasistationary distributions for continuous-time Markov chains
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Publisher
Springer New York
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http://link.springer.com/content/pdf/10.1007/978-1-4612-0749-8_8.pdf
Reference18 articles.
1. W.J. Anderson. Continuous-time Markov chains: an applications oriented approach. Springer-Verlag, New York, 1991.
2. S. Elmes, P.K. Pollett, and D. Walker. Further results on the relationship between μ-invariant measures and quasistationary distributions for continuous-time Markov chains. Submitted for publication, 1995.
3. P. Good. The limiting behaviour of transient birth and death processes conditioned on survival. J. Austral. Math. Soc. 8:716–722, 1968.
4. A.G. Hart. Quasistationary distributions for continuous-time Markov chains. Ph.D. Thesis, The University of Queensland, 1996.
5. J.F.C. Kingman. The exponential decay of Markov transition probabilities. Proc. London Math. Soc. 13:337–358, 1963.
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity;Journal of Applied Probability;2014-09
2. The λ-classification of continuous-time birth-and-death processes;Advances in Applied Probability;2003-12
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