Quasi-ergodic limits for finite absorbing Markov chains

Fritz Colonius; Martin Rasmussen

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arXiv · 2005.12738

Quasi-ergodic limits for finite absorbing Markov chains

Fritz Colonius·Martin Rasmussen

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Abstract

We present formulas for quasi-ergodic limits of finite absorbing Markov chains. Since the irreducible case has been solved in 1965 by Darroch and Seneta, we focus on the reducible case, and our results are based on a very precise asymptotic analysis of the (exponential and polynomial) growth behaviour along admissible paths

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Fritz Colonius, Martin Rasmussen. 2020-05-26. Quasi-ergodic limits for finite absorbing Markov chains. https://arxiv.org/abs/2005.12738

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