Some properties of quasi-stationary distributions for finite Markov chains

Martínez, Servet; San Martín, Jaime

doi:10.4171/072

Surveys in Stochastic Processes

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pp: 59–66

DOI: 10.4171/072-1/3

Some properties of quasi-stationary distributions for finite Markov chains

Servet Martínez (1) and Jaime San Martín (2)

(1) Departamento de Ingeniería Matemática, Universidad de Chile, Beaucheff 850, Casilla 170, Correo 3, SANTIAGO, CHILE
(2) Centro de Modelamiento Matemático, Universidad de Chile, Av. Blanco Encalada 2120 Piso 7, SANTIAGO, CHILE

We analyze the quasi-stationary distributions for discrete time finite state Markov chains, we give some known properties and supply new elementary results, including a lumping property.

Keywords: Quasi-stationary distributions, Markov chains, killed process