Quasi-ergodic limits for finite absorbing Markov chains
Probability
2021-06-15 v1
Abstract
We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta, we focus on the reducible case, and our results are based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths
Keywords
Cite
@article{arxiv.2005.12738,
title = {Quasi-ergodic limits for finite absorbing Markov chains},
author = {Fritz Colonius and Martin Rasmussen},
journal= {arXiv preprint arXiv:2005.12738},
year = {2021}
}
Comments
30 pages