On the existence of a quasistationary measure for a Markov chain
成果类型:
Article
署名作者:
Lasserre, JB; Pearce, CEM
署名单位:
Centre National de la Recherche Scientifique (CNRS); University of Adelaide
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
2001
页码:
437-446
关键词:
摘要:
We consider a Markov chain on a locally compact metric space with an absorbing set. Necessary and sufficient conditions are provided for the existence of a quasistationary probability distribution.