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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Bibliographic Details
Main Authors: Collet, Pierre, Martínez, Servet (Author), San Martín, Jaime (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2013, 2013
Edition:1st ed. 2013
Series:Probability and Its Applications
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.