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Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains

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Abstract

The stationary conditional, doubly limiting conditional and limiting conditional mean ratio quasi-stationary distributions are given for continuous-time Markov chains with denumerable state space both in terms of the transition matrixP(t) and the infinitesimal, generatorQ.

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Flaspohler, D.C. Quasi-stationary distributions for absorbing continuous-time denumerable Markov chains. Ann Inst Stat Math 26, 351–356 (1974). https://doi.org/10.1007/BF02479830

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  • DOI: https://doi.org/10.1007/BF02479830

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