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...
Main Authors: | , , |
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Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013, 2013
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Edition: | 1st ed. 2013 |
Series: | Probability and Its Applications
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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.