Quasi-ergodic limits for finite absorbing Markov chains
File(s)Ergodic Limits 20200904 final after revision.pdf (439.96 KB)
Accepted version
Author(s)
Colonius, Fritz
Rasmussen, Martin
Type
Journal Article
Abstract
We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta [6], we focus on the reducible case, and our results are based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths.
Date Issued
2021-01-15
Date Acceptance
2020-09-07
Citation
Linear Algebra and its Applications, 2021, 609, pp.253-288
ISSN
0024-3795
Publisher
Elsevier BV
Start Page
253
End Page
288
Journal / Book Title
Linear Algebra and its Applications
Volume
609
Copyright Statement
© 2020 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/.
Sponsor
Commission of the European Communities
Grant Number
643073
Subjects
math.PR
math.PR
15B51, 37A25, 60J10
Numerical & Computational Mathematics
01 Mathematical Sciences
08 Information and Computing Sciences
09 Engineering
Publication Status
Published
Date Publish Online
2020-09-14