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Part of the book series: Probability and Its Applications ((PIA))

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Abstract

In the framework of this theory, there is a Markov process evolving in a domain where there is a set of forbidden states that constitutes a trap. The process is said to be killed when it hits the trap and it is assumed that this happens almost surely. We investigate the behavior of the process before being killed, more precisely we study what happens when one conditions the process to survive for a long time.

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Collet, P., Martínez, S., San Martín, J. (2013). Introduction. In: Quasi-Stationary Distributions. Probability and Its Applications. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33131-2_1

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