On the quasi-ergodic distribution of absorbing Markov processes
| Autor: | He, Guoman, Zhang, Hanjun, Zhu, Yixia |
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| Rok vydání: | 2016 |
| Předmět: | |
| Zdroj: | Statistics and Probability Letters, 2019, 149, pp. 116-123 |
| Druh dokumentu: | Working Paper |
| DOI: | 10.1016/j.spl.2019.02.001 |
| Popis: | In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death process on the nonnegative integers with 0 an absorbing boundary and $\infty$ an entrance boundary. We also show that the quasi-ergodic distribution is stochastically larger than the unique quasi-stationary distribution in the sense of monotone likelihood-ratio ordering for the birth-death process. Comment: This paper is published in Statistics & Probability Letters (2019) |
| Databáze: | arXiv |
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