论文标题

存在用于向下无跳的马尔可夫链的准平台分布

Existence of quasi-stationary distributions for downward skip-free Markov chains

论文作者

Yamato, Kosuke

论文摘要

为了向下无阴的马尔可夫连续时间链,在零停止的非阴性整数上,研究了准平台分布的存在。引入了这些过程的比例功能,并通过比例功能的一定的集成性条件对边界进行了分类,从而扩展了Feller对出生和死亡过程边界的分类。准平台分布的存在和集合的特征是边界的比例函数和新分类。

For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these processes is introduced and the boundary is classified by a certain integrability condition on the scale function, which gives an extension of Feller's classification of the boundary for birth-and-death processes. The existence and the set of quasi-stationary distributions are characterized by the scale function and the new classification of the boundary.

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