Quasi-Stationary Distributions Markov Chains, Diffusions and Dynamical Systems /
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned...
Main Authors: | , , |
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Corporate Author: | |
Format: | Electronic |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2013.
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Series: | Probability and Its Applications,
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Subjects: | |
Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-33131-2 |
Table of Contents:
- 1.Introduction
- 2.Quasi-stationary Distributions: General Results
- 3.Markov Chains on Finite Spaces
- 4.Markov Chains on Countable Spaces
- 5.Birth and Death Chains
- 6.Regular Diffusions on [0,)
- 7.Infinity as Entrance Boundary
- 8.Dynamical Systems
- References
- Index
- Table of Notations
- Citations Index. .