On the quasi-ergodic distribution of absorbing Markov processes
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DOI: 10.1016/j.spl.2019.02.001
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References listed on IDEAS
- van Doorn, Erik A. & Pollett, Philip K., 2013. "Quasi-stationary distributions for discrete-state models," European Journal of Operational Research, Elsevier, vol. 230(1), pages 1-14.
- He, Guoman & Zhang, Hanjun, 2016. "On quasi-ergodic distribution for one-dimensional diffusions," Statistics & Probability Letters, Elsevier, vol. 110(C), pages 175-180.
- Chen, Jinwen & Deng, Xiaoxue, 2013. "Large deviations and related problems for absorbing Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 123(6), pages 2398-2418.
- Breyer, L. A. & Roberts, G. O., 1999. "A quasi-ergodic theorem for evanescent processes," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 177-186, December.
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Cited by:
- Zhang, Hanjun & Mo, Yongxiang, 2023. "Domain of attraction of quasi-stationary distribution for absorbing Markov processes," Statistics & Probability Letters, Elsevier, vol. 192(C).
- He, Guoman & Zhang, Hanjun & Yang, Gang, 2021. "Exponential mixing property for absorbing Markov processes," Statistics & Probability Letters, Elsevier, vol. 179(C).
- Oçafrain, William, 2020. "Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries," Stochastic Processes and their Applications, Elsevier, vol. 130(6), pages 3445-3476.
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Keywords
Process with absorption; Quasi-ergodicity; Quasi-stationary distribution; Birth–death process;All these keywords.
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