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Frontiers of Mathematics in China

ISSN 1673-3452

ISSN 1673-3576(Online)

CN 11-5739/O1

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Front. Math. China    2014, Vol. 9 Issue (4) : 753-759    https://doi.org/10.1007/s11464-014-0400-8
RESEARCH ARTICLE
Limiting process of absorbing Markov chains
Jinwen CHEN()
Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China
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Abstract

We outline an approach to investigate the limiting law of an absorbing Markov chain conditional on having not been absorbed for long time. The main idea is to employ Donsker-Varadhan’s entropy functional which is typically used as the large deviation rate function for Markov processes. This approach provides an interpretation for a certain quasi-ergodicity
Keywords Absorbing Markov chain      large deviation      principal eigenvalue      quasi-stationary distribution      decay parameter     
Corresponding Author(s): Jinwen CHEN   
Issue Date: 26 August 2014
 Cite this article:   
Jinwen CHEN. Limiting process of absorbing Markov chains[J]. Front. Math. China, 2014, 9(4): 753-759.
 URL:  
https://academic.hep.com.cn/fmc/EN/10.1007/s11464-014-0400-8
https://academic.hep.com.cn/fmc/EN/Y2014/V9/I4/753
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