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arXiv · 1709.06610

Yaglom limits for R-transient chains with non-trivial Martin boundary

Robert Foley·David McDonald
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Abstract

We give conditions for the existence of a Yaglom limit for R-transient Markov chains with non-trivial rho-Martin entrance boundary (rho=1/R) and we characterize the rho-invariant limiting quasistationary distribution.

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Robert Foley, David McDonald. 2017-09-19. Yaglom limits for R-transient chains with non-trivial Martin boundary. https://arxiv.org/abs/1709.06610

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