On quasi-stationary distributions in absorbing continuous-time finite Markov chains

J. N. Darroch; E. Seneta

doi:10.2307/3212311

Extract

In a recent paper, the authors have discussed the concept of quasi-stationary distributions for absorbing Markov chains having a finite state space, with the further restriction of discrete time. The purpose of the present note is to summarize the analogous results when the time parameter is continuous.

References

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On quasi-stationary distributions in absorbing continuous-time finite Markov chains

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