We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
Abstract Let 𝜉 = {𝜉𝑛}𝑛≥₀ be a Markov chain defined on a probability space (Ω, ℱ, ℙ) valued in a discrete topological space 𝑆 that consists of a finite number of real 𝑑 × 𝑑 matrices. As usual, ...
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