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Quasi-stationary distribution for irregular Markov process

  • 演讲者:毛永华(北京师范大学)

  • 时间:2018-01-12 11:00-12:00

  • 地点:慧园3栋 415报告厅

We recall the classical Yaglom's limit theorem for the branching processes, and take the finite Markov chain as an example to explain why the quasi-stationary distribution is interesting. After reviewing the QSD's for the regular birth-death processes and one-dimensional diffusion processes, we show the existence and domain of attraction of QSD's the above processes which are irregular.