Frontiers of Mathematics in China >
Limiting process of absorbing Markov chains
Received date: 01 Apr 2014
Accepted date: 22 May 2014
Published date: 20 Aug 2014
Copyright
We outline an approach to investigate the limiting law of an absorbing Markov chain conditional on having not been absorbed for long time. The main idea is to employ Donsker-Varadhan’s entropy functional which is typically used as the large deviation rate function for Markov processes. This approach provides an interpretation for a certain quasi-ergodicity
Jinwen CHEN . Limiting process of absorbing Markov chains[J]. Frontiers of Mathematics in China, 2014 , 9(4) : 753 -759 . DOI: 10.1007/s11464-014-0400-8
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