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On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

Published online by Cambridge University Press:  14 July 2016

E. Seneta  and
D. Vere-Jones
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Abstract

Distributions appropriate to the description of long-term behaviour within an irreducible class of discrete-time denumerably infinite Markov chains are considered. The first four sections are concerned with general reslts, extending recent work on this subject. In Section 5 these are applied to the branching process, and give refinements of several well-known results. The last section deals with the semi-infinite random walk with an absorbing barrier at the origin.

Type
Research Papers
Information
Journal of Applied Probability , Volume 3 , Issue 2 , December 1966 , pp. 403 - 434
Copyright
Copyright © Applied Probability Trust 

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References

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