A Markov chain associated with the minimal quasi-stationary distribution of birth

A Markov chain associated with the minimal quasi-stationary distribution of birth–death chains

Published:1995-03 Issue:1 Volume:32 Page:25-38
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Martínez Servet,Vares Maria Eulália

Abstract

We show that if the limiting conditional distribution for an absorbed birth–death chain exists, then the chain conditioned to non-absorption converges to a Markov chain with transition probabilities given by the matrix associated with the minimal quasi-stationary distribution.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference12 articles.

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