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Quasi-Stationary Distributions - Servet Martínez - Bog

- Markov Chains, Diffusions and Dynamical Systems

Bag om Quasi-Stationary Distributions

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642331305
  • Indbinding:
  • Hardback
  • Sideantal:
  • 280
  • Udgivet:
  • 25. oktober 2012
  • Udgave:
  • 2013
  • Størrelse:
  • 235x155x23 mm.
  • Vægt:
  • 5679 g.
  • 8-11 hverdage.
  • 7. december 2024
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Beskrivelse af Quasi-Stationary Distributions

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.

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