Yaglom limit via Holley inequality

Let S be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S ∪ {0} absorbed at 0 with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the...

Descripción completa

Guardado en:
Detalles Bibliográficos
Publicado: 2015
Materias:
Holley inequality
Quasi-limiting distributions
Quasi-stationary distributions
Yaglom limit
Acceso en línea:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01030752_v29_n2_p413_Ferrari
http://hdl.handle.net/20.500.12110/paper_01030752_v29_n2_p413_Ferrari
Aporte de:
Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA) de Universidad de Buenos Aires
id paper:paper_01030752_v29_n2_p413_Ferrari
record_format dspace
spelling paper:paper_01030752_v29_n2_p413_Ferrari2023-06-08T15:10:22Z Yaglom limit via Holley inequality Holley inequality Quasi-limiting distributions Quasi-stationary distributions Yaglom limit Let S be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S ∪ {0} absorbed at 0 with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the minimal state is stochastically dominated by the trajectory of the chain starting from any probability on S, when both are conditioned to nonabsorption until a certain time. Moreover, the Yaglom limit corresponding to this deterministic initial condition is the unique minimal quasi-stationary distribution in the sense of stochastic order. As an application, we provide new proofs to classical results in the field. © Brazilian Statistical Association, 2015. 2015 https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01030752_v29_n2_p413_Ferrari http://hdl.handle.net/20.500.12110/paper_01030752_v29_n2_p413_Ferrari
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-134
collection Biblioteca Digital - Facultad de Ciencias Exactas y Naturales (UBA)
topic Holley inequality
Quasi-limiting distributions
Quasi-stationary distributions
Yaglom limit
spellingShingle Holley inequality
Quasi-limiting distributions
Quasi-stationary distributions
Yaglom limit
Yaglom limit via Holley inequality
topic_facet Holley inequality
Quasi-limiting distributions
Quasi-stationary distributions
Yaglom limit
description Let S be a countable set provided with a partial order and a minimal element. Consider a Markov chain on S ∪ {0} absorbed at 0 with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the minimal state is stochastically dominated by the trajectory of the chain starting from any probability on S, when both are conditioned to nonabsorption until a certain time. Moreover, the Yaglom limit corresponding to this deterministic initial condition is the unique minimal quasi-stationary distribution in the sense of stochastic order. As an application, we provide new proofs to classical results in the field. © Brazilian Statistical Association, 2015.
title Yaglom limit via Holley inequality
title_short Yaglom limit via Holley inequality
title_full Yaglom limit via Holley inequality
title_fullStr Yaglom limit via Holley inequality
title_full_unstemmed Yaglom limit via Holley inequality
title_sort yaglom limit via holley inequality
publishDate 2015
url https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01030752_v29_n2_p413_Ferrari
http://hdl.handle.net/20.500.12110/paper_01030752_v29_n2_p413_Ferrari
_version_ 1768543173783584768

Ejemplares similares