Two-sided taboo limits for Markov processes and associated perfect simulation

Stochastic Processes and their Applications

Volumn 91, Issue 1, 2001, Pages 1-20

  Glynn, Peter W ^a   Thorisson, Hermann ^b  

^a Stanford University   (United States)

^b UNIVERSITY OF ICELAND   (Iceland)

Author keywords

Diffusions; Eigenvalues; Markov chains; Markov processes; Perfect simulation; Perron Frobenius theory; Quasi stationary distribution

Indexed keywords

EID: 0010924906     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00050-8     Document Type: Article

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