Bounds for the quasi-stationary distribution of some specialized Markov chains

Bounds for the quasi-stationary distribution of some specialized Markov chains

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Article ID: iaor19971014
Country: United Kingdom
Volume: 22
Issue: 10/12
Start Page Number: 141
End Page Number: 147
Publication Date: Nov 1995
Journal: Mathematical and Computer Modelling
Authors:
Keywords: stochastic processes
Abstract:

The quasi-stationary distributions of Markov chains have been investigated by many papers and are known to have considerable practical importance in, e.g., biological, chemical, and applied probability models. However, computation of the quasi-stationary distributions is often nontrivial, which has limited its use in practice despite the usefulness of its own, except for some simple cases. This paper develops some bounds, which are relatively easy to calcualte, for the quasi-stationary distribution of some specialized Markov chains.

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