In this paper, we consider the asymptotic behavior of stationary probability vectors of Markov chains of GI/G/1 type. The generating function of the stationary probability vector is explicitly ...
Consider a stochastic process X on a finite state space X = {1,..., d}. It is conditionally Markov, given a real-valued “input process” ζ. This is assumed to be small, which is modeled through the ...
Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered systems ...