Quasi-stationary distributions

Markov Chains, Diffusions and Dynamical Systems

Autor*innen

• Pierre Collet

Parameter

• Mathematik

Mehr zum Buch

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever.

• Sprache: Englisch
• Erscheinungsdatum: 2013