Existence of non-trivial quasi-stationary distributions in the birth-death chain

Citation
A. Ferrari, Pablo et al., Existence of non-trivial quasi-stationary distributions in the birth-death chain, Advances in applied probability , 24(4), 1992, pp. 795-813
ISSN journal
00018678
Volume
24
Issue
4
Year of publication
1992
Pages
795 - 813
Database
ACNP
SICI code
Abstract
We study conditions for the existence of non-trivial quasi-stationary distributions for the birth-and-death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi-stationary distributions if and only if 0 is geometrically absorbing.