Structural characterization of taboo-stationarity for general processes in two-sided time

Stochastic Processes and their Applications

Volumn 102, Issue 2, 2002, Pages 311-318

  Glynn, Peter W ^a   Thorisson, Hermann ^b  

^a Stanford University   (United States)

^b UNIVERSITY OF ICELAND   (Iceland)

Author keywords

Quasi stationarity

Indexed keywords

EID: 0036887750     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00173-4     Document Type: Article

References (12)

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3. Glynn, P.W., Thorisson, H., 2002. Limit theory for taboo-regenerative processes, to appear.
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10. Thorisson, H., 2000. Coupling, Stationarity, and Regeneration. Springer, New York.
11. Tweedie, R., 1974. Quasi-stationary distributions for Markov chains on a general state space. J. Appl. Probab. 11, 726-741.
12. Vere-Jones, J., 1969. Some limit theorems for evanescent processes. Austral. J. Statist. 11, 67-78.