EXISTENCE OF NONTRIVIAL QUASI-STATIONARY DISTRIBUTIONS IN THE BIRTH-DEATH CHAIN

被引：27

作者：

FERRARI, PA

MARTINEZ, S

PICCO, P

机构：

[1] UNIV CHILE,SANTIAGO,CHILE

[2] CNRS,CTR PHYS THEOR,LUMINY,FRANCE

来源：

ADVANCES IN APPLIED PROBABILITY | 1992年 / 24卷 / 04期

关键词：

MARKOV CHAINS; NORMALIZED QUASI-STATIONARY DISTRIBUTION; BIRTH AND DEATH PROCESS;

D O I：

10.2307/1427713

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study conditions for the existence of non-trivial quasi-stationary distributions for the birth-and-death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi-stationary distributions if and only if 0 is geometrically absorbing.

引用

页码：795 / 813

页数：19

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