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On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

Published online by Cambridge University Press:  14 July 2016

J. N. Darroch  and
E. Seneta
J. N. Darroch
Affiliation:
University of Michigan
E. Seneta
Affiliation:
Australian National University
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Abstract

The time to absorption from the set T of transient states of a Markov chain may be sufficiently long for the probability distribution over T to settle down in some sense to a “quasi-stationary” distribution. Various analogues of the stationary distribution of an irreducible chain are suggested and compared. The reverse process of an absorbing chain is found to be relevant.

Type
Research Papers
Information
Journal of Applied Probability , Volume 2 , Issue 1 , June 1965 , pp. 88 - 100
Copyright
Copyright © Sheffield: Applied Probability Trust 

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References

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