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
Last modified: 4th July 2007