Limiting conditional distributions for reducible Markov chains

Phil Pollett

Abstract: I will review results on limiting conditional (or quasi-stationary) distributions for irreducible Markov chains and explain why irreducibility is too restrictive an assumption for the variety of models that arise in practice. I will give particular attention to processes with quasi birth-process or quasi death-process transition structure.

Some of this is joint work with Erik van Doorn.

Acknowledgement: This work is supported by the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems

The speaker:

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

Last modified: 4th July 2007