Examples of convergence and non-convergence of Markov chains conditioned not to die.

Jacka, Saul, and Warren, John. "Examples of convergence and non-convergence of Markov chains conditioned not to die.." Electronic Journal of Probability [electronic only] 7 (2002): Paper No. 1, 22 p., electronic only-Paper No. 1, 22 p., electronic only. <http://eudml.org/doc/122719>.

@article{Jacka2002,
author = {Jacka, Saul, Warren, John},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {conditioned Markov process; evanescent process; Martin boundary; Martin topology; superharmonic function; Choquet representation; Kolmogorov K2 chain; Skorokhod topology},
language = {eng},
pages = {Paper No. 1, 22 p., electronic only-Paper No. 1, 22 p., electronic only},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Examples of convergence and non-convergence of Markov chains conditioned not to die.},
url = {http://eudml.org/doc/122719},
volume = {7},
year = {2002},
}

TY - JOUR
AU - Jacka, Saul
AU - Warren, John
TI - Examples of convergence and non-convergence of Markov chains conditioned not to die.
JO - Electronic Journal of Probability [electronic only]
PY - 2002
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 7
SP - Paper No. 1, 22 p., electronic only
EP - Paper No. 1, 22 p., electronic only
LA - eng
KW - conditioned Markov process; evanescent process; Martin boundary; Martin topology; superharmonic function; Choquet representation; Kolmogorov K2 chain; Skorokhod topology
UR - http://eudml.org/doc/122719
ER -