Quasi-Stationary Distributions: Markov Chains, Diffusions and Dynamical Systems

by Servet Martínez, Jaime San Mart N, Pierre Collet, et al.

Book Overview

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention...

• Format: Paperback
• Language: English
• ISBN: 3642428886
• ISBN13: 9783642428883
• Release Date: November 2014
• Publisher: Springer PG
• Length: 280 Pages
• Weight: 0.93 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"