Minimal quasi-stationary distributions under null R-recurrence

• Autores: Miguel San Miguel Marco, José Antonio Moler Cuiral, Fernando Plo
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 9, Nº. 2, 2000, págs. 455-470
• Idioma: inglés
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• Resumen

  • The existence of quasi-stationary distributions (QSD) in an absorbing Markov chain entails a stationary behaviour before absorption. In general, depending on the initial distribution, several QSDs may exist. Under some conditions upon the transition matrix between non-absorbing states, we prove that the QSD associated with any Dirac initial distribution, then it exists, is unique, and is the minimal QSD. In other words, if we take this QSD as an initial distribution, the process has the smallest probability of not being absorbed in the first jump