On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
About this item
Full title
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Author / Creator
Journal title
Journal of applied probability, 2011-06, Vol.48 (2), p.589-595
Language
English
Formats
More information
Scope and Contents
Contents
Let {
M
n
}
n
≥0
be a nonnegative time-homogeneous Markov process. The quasistationary distributions referred to in this note are of the form
Q
A
(
x
) = lim
n
→∞
P(
M
n
≤
x
|
M
0
≤
A
,
M
1
≤
A
, …,
M
n
≤
A
). Suppose that
M
0
has distribu...
Alternative Titles
Full title
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1017_S0021900200008081
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1017_S0021900200008081
Other Identifiers
ISSN
0021-9002
E-ISSN
1475-6072
DOI
10.1017/S0021900200008081
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