We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Limiting conditional distributions for reducible Markov chains

Presented by Phil Pollett, University of Queensland

23 May 2007 14:15 in CM103

I will review results on limiting conditional (or quasi-stationary) distributions for irreducible Markov chains and explain why irreducibility is too restrictive an assumption for the variety of models that arise in practice. I will give particular attention to processes with quasi birth-process or quasi death-process transition structure. Some of this is joint work with Erik van Doorn (University of Twente), who is currently visiting Durham. I therefore hope to report on recent findings.

Contact for more information