The quasi-stationary behavior of quasi-birth-and-death processes
The quasi-stationary behavior of quasi-birth-and-death processes
For evanescent Markov processes with a single transient communicating class, it is often of interest to examine the limiting probabilities that the process resides in the various transient states, conditional on absorption not having taken place. Such distributions are known as quasi-stationary (or limiting-conditional) distributions. In this paper we consider …