We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
Let $(\varphi(X_n))_n$ be a function of a finite-state Markov chain $(X_n)_n$. In this article, we investigate the conditions under which the random variables $\varphi(X_n)$ have the same distribution ...
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