Simulation of Quasi-stationary distributions on countable spaces

Quasi-stationary distributions QSD have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are certainly absorbed since they are invariant for the evolution of the distributi...

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Autores principales: Groisman, P., Jonckheere, M.
Formato: JOUR
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_10242953_v19_n3_p521_Groisman
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