Some properties of quasi-stationary distributions for finite Markov chains

  • Servet Martínez

    Universidad de Chile, Santiago, Chile
  • Jaime San Martín

    Universidad de Chile, Santiago, Chile
Some properties of quasi-stationary distributions for finite Markov chains cover

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Abstract

We analyze the quasi-stationary distributions for discrete time finite state Markov chains, we give some known properties and supply new elementary results, including a lumping property.