Asymptotic period of an aperiodic Markov chain and the strong ratio limit property

We introduce the concept of asymptotic period for an irreducible and aperiodic discrete-time Markov chain on a countable state space. If the chain is transient its asymptotic period may be larger than one. We present some sufficient conditions and, i

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dris___00893::ada8a9c0cbae698570da067abfa471bf
http://www.math.utwente.nl/publications/

Quasi-stationary Distributions for a Class of Discrete-time Markov Chains

Autor: Pauline Coolen-Schrijner, Erik A. van Doorn

Publikováno v: Methodology and computing in applied probability, 8(4), 449-465. Springer

This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain has a quasi-stationary distribution. We showed in a previous paper that a pure birth-death process with an absorbing bottom state has a quasi-stationary

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dfff02a5f660154539fcf86b8db479c9
https://doi.org/10.1007/s11009-006-0424-y

A scaling analysis of a cat and mouse Markov chain

Autor: Philippe Robert, Nelly Litvak

Publikováno v: Annals of applied probability, 22(2), 792-826. Institute of Mathematical Statistics
Annals of Applied Probability
Annals of Applied Probability, 2012, 22 (2)
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2012, 22 (2)
Ann. Appl. Probab. 22, no. 2 (2012), 792-826

If $(C_n)$ is a Markov chain on a discrete state space ${\mathcal{S}}$, a Markov chain $(C_n,M_n)$ on the product space ${\mathcal{S}}\times{\mathcal{S}}$, the cat and mouse Markov chain, is constructed. The first coordinate of this Markov chain beha

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::feb98b38cde03e4a22feb94b6edc1075
https://research.utwente.nl/en/publications/5eef07df-68d1-47ec-9fdf-3e305aa43199

Quasi-stationary distributions for reducible absorbing Markov chains in discrete time

Autor: van Doorn, Erik A., Pollett, P.K.

Publikováno v: Markov processes and related fields, 15(2), 191-204. Polymat

We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \to \infty,$ conditional on survival up to $n$. It is known that, when $S$

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::1b74fd5aaafb35ac3b648b8c21215751
https://research.utwente.nl/en/publications/quasistationary-distributions-for-reducible-absorbing-markov-chains-in-discrete-time(e7e101a3-6ffa-49c8-b33c-4e361fa693f2).html

Quasi-stationary distributions for reducible absorbing Markov chains in discrete time

Autor: Pollett, P.K., van Doorn, Erik A.

We consider discrete-time Markov chains with one coffin state and a finite set $S$ of transient states, and are interested in the limiting behaviour of such a chain as time $n \to \infty,$ conditional on survival up to $n$. It is known that, when $S$

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::7333c4adac6d8ece0b1d0d1b0e68f860
https://research.utwente.nl/en/publications/quasistationary-distributions-for-reducible-absorbing-markov-chains-in-discrete-time(413c4dc2-e306-405a-bd34-9a5f147a4983).html