Quasi-ergodic limits for finite absorbing Markov chains

被引：4

作者：

Colonius, Fritz ^{[1
]}

Rasmussen, Martin ^{[2
]}

机构：

[1] Univ Augsburg, Inst Math, D-86159 Augsburg, Germany

[2] Imperial Coll London, Dept Math, 180 Queens Gate, London SW7 2AZ, England

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 2021年 / 609卷

关键词：

Absorbing Markov chain; Quasi-stationary measure; Quasi-ergodic measure; Substochastic matrix; STATIONARY DISTRIBUTIONS;

D O I：

10.1016/j.laa.2020.09.011

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta [6], we focus on the reducible case, and our results are based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths. (C) 2020 Elsevier Inc. All rights reserved.

引用

页码：253 / 288

页数：36

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