Quasi-stationary distributions in semi-Markov processes

Abstract

Our main concern in this paper is the convergence, as t → ∞, of the quantities i, j ∈ E; where Pij (t) is the transition probability of a semi-Markov process whose state space E is irreducible but not closed (i.e., escape from E is possible), and rj is the probability of eventual escape from E conditional on the initial state being i. The theorems proved here generalize some results of Seneta and Vere-Jones ([8] and [11]) for Markov processes.