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Bibliographic Details
Main Authors: Du, Qian, Mao, Yong-Hua
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.19803
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Table of Contents:
  • For the continuous-time $λ$-recurrent jump process, the $λ$-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit representation for this quasi-stationary distribution through $Q$-matrix, where the components of the quasi-stationary distribution outside the set $H$ of exit states can be represented by those within $H$. Sufficient condition is also provided for quasi-stationary distribution when the exit states are infinite.