BOUNDS FOR THE QUASI-STATIONARY DISTRIBUTION OF SOME SPECIALIZED MARKOV-CHAINS

被引：2

作者：

KIJIMA, M

机构：

[1] Graduate School of Systems Management, University of Tsukuba, Bunkyo-ku, Tokyo, 112

来源：

MATHEMATICAL AND COMPUTER MODELLING | 1995年 / 22卷 / 10-12期

关键词：

PERRON-FROBENIUS THEOREM; STATIONARY DISTRIBUTION; STOCHASTIC MONOTONICITY; BIRTH-DEATH PROCESS;

D O I：

10.1016/0895-7177(95)00190-D

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The quasi-stationary distributions of Markov chains have been investigated by many papers and are known to have considerable practical importance in, e.g., biological, chemical, and applied probability models. However, computation of the quasi-stationary distributions is often nontrivial, which has limited its use in practice despite the usefulness of its own, except for some simple cases. This paper develops some bounds, which are relatively easy to calculate, for the quasi-stationary distribution of some specialized Markov chains.

引用

页码：141 / 147

页数：7

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