Yaglom limits for R-transient chains with non-trivial Martin boundary
Probability
2017-09-21 v1
Abstract
We give conditions for the existence of a Yaglom limit for R-transient Markov chains with non-trivial rho-Martin entrance boundary (rho=1/R) and we characterize the rho-invariant limiting quasistationary distribution.
Cite
@article{arxiv.1709.06610,
title = {Yaglom limits for R-transient chains with non-trivial Martin boundary},
author = {Robert Foley and David McDonald},
journal= {arXiv preprint arXiv:1709.06610},
year = {2017}
}