A Problem Related to Quasi Stationary Distributions OF Markov Chains
B.M. Al-Eideh and M.H. Al-Towaiq (1990). A Problem Related to Quasi Stationary Distributions OF Markov Chains. Journal of Statistical Research, Vol. 24, No. 1-2, pp. 67-76.
Abstract
For some absorbing chains the time to the absorption may be sufficiently long to allow a certain type of stationarity (called quasi-stationary) to set in transient states. In this paper we solve a problem related to quasi-stationary distributions of Markov chains. We consider absorbing chains with more than one absorbing states and study the different types of quasi-stationary distribution conditional on an eventual absorption into a specified state. We compare these with the unconditional quasi-stationary distributions when the absorbing subchain is regarded as a single absorbing state. The problem of quasi-stationarity have been motivated by some biological research.
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