Quasi-stationary distributions for discrete-state models

@article{Doorn2013QuasistationaryDF,
  title={Quasi-stationary distributions for discrete-state models},
  author={Erik A. van Doorn and Philip K. Pollett},
  journal={European Journal of Operational Research},
  year={2013},
  volume={230},
  pages={1-14}
}
This paper contains a survey of results related to quasi-stationary distributions, which arise in the setting of stochastic dynamical systems that eventually evanesce, and which may be useful in describing the long-term behaviour of such systems before evanescence. We are concerned mainly with continuous-time Markov chains over a finite or countably infinite state space, since these processes most often arise in applications, but will make reference to results for other processes where… CONTINUE READING
Highly Cited
This paper has 26 citations. REVIEW CITATIONS
18 Citations
142 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-10 of 142 references

The exponential decay of Markov transition probabilities

  • J.F.C. Kingman
  • Proc. London Math. Soc
  • 1963
Highly Influential
4 Excerpts

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

  • D. Clancy, P. K. Pollett
  • J. Appl. Probab
  • 2003
Highly Influential
8 Excerpts

Markov Processes for Stochastic Modeling

  • M. Kijima
  • 1997
Highly Influential
6 Excerpts

On the existence of quasi-stationary distributions in denumerable R-transient Markov chains

  • M. Kijima
  • J. Appl. Probab
  • 1992
Highly Influential
7 Excerpts

Some results for quasistationary distributions of birth-death processes

  • M. Kijima, E. Seneta
  • J. Appl. Probab. 28,
  • 1991
Highly Influential
11 Excerpts

On the problem of evaluating quasistationary distributions for open reaction schemes

  • P. K. Pollett
  • J. Statist. Phys
  • 1988
Highly Influential
8 Excerpts

Augmented truncations of infinite stochastic matrices

  • D. Gibson, E. Seneta
  • J. Appl. Probab
  • 1987
Highly Influential
12 Excerpts

Similar Papers

Loading similar papers…