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

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

Abstract : It is shown that if a stochastically monotone Markov process of (0, infinity) with stationary distribution H has its state space truncated by making all states in (B, infinity) absorbing, then the quasi-stationary distribution of the new process coverages to H as B approaches limit of infinity. (Author)

Moshe Pollak | David Siegmund

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