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...

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Bibliographic Details
Main Authors: Collet, Pierre. (Author), Martn̕ez, Servet. (Author), San Martn̕, Jaime. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Series:Probability and Its Applications,
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. .