Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
612-822-4611

  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Quasi-Stationary Distributions: Markov Chains, Diffusions and Dynamical Systems

Quasi-Stationary Distributions: Markov Chains, Diffusions and Dynamical Systems

San Martín, Jaime
Collet, Pierre
Martínez, Servet

Hardcover

Series: Probability and Its Applications

General MathematicsProbability & Statistics

ISBN10: 3642331300
ISBN13: 9783642331305
Publisher: Springer
Published: Oct 25 2012
Pages: 280
Weight: 1.20
Height: 0.90 Width: 6.10 Depth: 9.20
Language: English

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. 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. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers.

1 different editions

Also available

Also in

General Mathematics

View All