Abstract: We consider a simple and widely used method for evaluating quasistationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution.
We give some conditions under which the method works, and describe some important pitfalls.
AMS 1991 Subject Classification: 60J27.
Keywords: mu-subinvariant measures; conditioned processes; limiting conditional distributions.
Acknowledgement: This worked was funded by the Australian Research Council.
The authors:
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Last modified: 27th April 1997