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A Markov chain associated with the minimal quasi-stationary distribution of birth–death chains
Published online by Cambridge University Press: 14 July 2016
Abstract
We show that if the limiting conditional distribution for an absorbed birth–death chain exists, then the chain conditioned to non-absorption converges to a Markov chain with transition probabilities given by the matrix associated with the minimal quasi-stationary distribution.
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- Copyright © Applied Probability Trust 1995
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