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New methods for determining quasi-stationary distributions for Markov chains. (English) Zbl 1042.60522
Summary: We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a μ-invariant measure m for Q to be μ-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution.
MSC:
60J10Markov chains (discrete-time Markov processes on discrete state spaces)