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• W2027266835 abstract "Abstract We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity “sets in”. We will show how this ‘quasi’ stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always quasistationary distribution in the usual sense, a similar statement is not possible for the original chain." @default.
• W2027266835 created "2016-06-24" @default.
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• W2027266835 date "2000-04-01" @default.
• W2027266835 modified "2023-09-27" @default.
• W2027266835 title "Quasistationarity of continuous-time Markov chains with positive drift" @default.
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• W2027266835 doi "https://doi.org/10.1017/s0334270000011735" @default.
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