Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes-Reference-Cited by-同舟云学术

Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes

Published:1986-03 Issue:1 Volume:23 Page:215-220
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Pollak Moshe,Siegmund David

Abstract

It is shown that if a stochastically monotone Markov process on [0,∞) with stationary distribution H has its state space truncated by making all states in [B,∞) absorbing, then the quasi-stationary distribution of the new process converges to H as B →∞.

Publisher

Cambridge University Press (CUP)

Subject

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

Reference4 articles.

1. On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

2. The Equivalence of Absorbing and Reflecting Barrier Problems for Stochastically Monotone Markov Processes

3. A diffusion process and its applications to detecting a change in the drift of Brownian motion

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