Statistics Seminars: Limiting conditional distributions for reducible Markov chains
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 firstname.lastname@example.org for more information