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Quasi-Stationary Distributions: General Results
2013In this chapter, we introduce the main concepts in a general context of killed processes. Thus, in Sect. 2.2, we give the definition of quasi-stationary distributions (QSDs). In Theorem 2.2 of Sect. 2.3, we show that starting from a QSD the killing time is exponentially distributed, and in Theorem 2.6 of Sect. 2.4, we show that the killing time and the
Pierre Collet +2 more
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Stationary distributions of fading evolutions
Ukrainian Mathematical Journal, 2009We study fading random walks on the line. We determine stationary distributions of the fading Markov evolution and investigate the special semi-Markov case where the sojourn times of the renewal process have Erlang distributions.
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Limit theorems for stationary distributions
Advances in Applied Probability, 1975For everyN≧ 1, letbe a real-valued stationary process, and let. Suppose thatand var, where∊NandτNare positive null sequences. Limiting distributions ofasN→∞are obtained for the casesτN=∊NandτN=o(∊N). These results are established by an extension of a method due to Moran. The theory is illustrated by a variety of applications to genetic models.
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Markov Chain and Stationary Distribution
2019MC has been a valuable tool for analyzing the performance of complex stochastic systems since it was introduced by the Russian mathematician A. A. Markov (1856–1922) in the early 1900s. More and more system analyses have been carried out by using MC, including the analysis on CA and CF.
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