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Approximations of quasi-stationary distributions for Markov chains. (English) Zbl 1042.60520

Summary: We consider a simple and widely used method for evaluating quasi-stationary distributions of continuous time Markov chains. The infinite state space is replaced by a large, but finite approximation, which is used to evaluate a candidate distribution. We give some conditions under which the method works, and describe some important pitfalls.

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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