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Quasi-Stationary Distributions Markov Chains, Diffusions and Dynamical Systems /

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Collet, Pierre (Auteur), Martínez, Servet (Auteur), San Martín, Jaime (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Édition:1st ed. 2013.
Collection:Probability and Its Applications
Sujets:
Accès en ligne:Texto Completo
Table des matières:
  • 1.Introduction
  • 2.Quasi-stationary Distributions: General Results
  • 3.Markov Chains on Finite Spaces
  • 4.Markov Chains on Countable Spaces
  • 5.Birth and Death Chains
  • 6.Regular Diffusions on [0,∞)
  • 7.Infinity as Entrance Boundary
  • 8.Dynamical Systems
  • References
  • Index
  • Table of Notations
  • Citations Index. .