Yaglom limit via Holley inequality
Let S be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S ∪ {0} absorbed at 0 with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the...
Guardado en:
Autores principales: | Ferrari, P.A., Rolla, L.T. |
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Formato: | JOUR |
Materias: | |
Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_01030752_v29_n2_p413_Ferrari |
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