A MARKOV-CHAIN ASSOCIATED WITH THE MINIMAL QUASI-STATIONARY DISTRIBUTION OF BIRTH-DEATH CHAINS

Authors
MARTINEZ S VARES ME
Citation
S. Martinez et Me. Vares, A MARKOV-CHAIN ASSOCIATED WITH THE MINIMAL QUASI-STATIONARY DISTRIBUTION OF BIRTH-DEATH CHAINS, Journal of Applied Probability, 32(1), 1995, pp. 25-38
Citations number
12
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Journal of Applied Probability → ACNP
ISSN journal
00219002
Volume
32
Issue
1
Year of publication
1995
Pages
25 - 38
Database
ISI
SICI code
0021-9002(1995)32:1<25:AMAWTM>2.0.ZU;2-U
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 th e matrix associated with the minimal quasi-stationary distribution.