论文信息 - Quasi-stationary distributions for Markov chains on a general state space

Quasi-stationary distributions for Markov chains on a general state space

The quasi-stationary behaviour of a Markov chain which is -irreducible when restricted to a subspace of a general state space is investigated. It is shown that previous work on the case where the subspaceis finite or countably infinite can be extended to general chains, and the existence of certain quasi-stationary limits as honest distributions is equivalent to the restricted chain being Rpositive with the unique R-invariant measure satisfying a certain finiteness condition.

Richard L. Tweedie | R. Tweedie

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