We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
For a given transition rate, i.e., a Q-matrix Q = (qij) on a countable state space, the uniqueness of the Q-semigroup P(t) = (pij(t)), the recurrence and the positive recurrence of the corresponding ...
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