New methods for determining quasistationary distributions for continuous-time Markov chains

A.G. Hart and P.K. Pollett

Abstract: We shall be concerned with the problem of determining quasistationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a m-invariant measure m for Q to be m-invariant for the transition function, so that if m is finite it can be normalized to produce a quasistationary distribution.

AMS 1991 Subject Classification: 60J27.

Keywords: Markov chains; stochastic models; quasistationary distiributions.

Acknowledgement: This worked was funded by the Australian Research Council.

The authors:

• Andrew Hart, Discipline of Mathematics, The University of Queensland. agh@maths.uq.edu.au
• Phil Pollett, Discipline of Mathematics, The University of Queensland. pkp@maths.uq.edu.au

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