Bøger af Jaime San Martín

The study of M-matrices, their inverses and discrete potential theory is now a well-established part of linear algebra and the theory of Markov chains.

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever.