Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
复制标题
随机单调马尔可夫过程的准平稳到平稳分布的收敛
DOI：
10.2307/3214131
复制
发表时间：
1986
影响因子：
1
通讯作者：
D. Siegmund
中科院分区：
文献类型：
--
作者：
M. Pollak;D. Siegmund
证明了：如果[0，∞）上具有平稳分布H的随机单调Markov过程的状态空间被截断，使[B，∞）中的所有状态都被吸收，则当B →∞时，新过程的拟平稳分布收敛于H.
It is shown that if a stochastically monotone Markov process on [0,∞) with stationary distribution H has its state space truncated by making all states in [B,∞) absorbing, then the quasi-stationary distribution of the new process converges to H as B →∞.