Coverart for item
The Resource Quasi-stationary distributions : Markov chains, diffusions and dynamical systems, by Pierre Collet, Servet Martínez, Jaime San Martín

Quasi-stationary distributions : Markov chains, diffusions and dynamical systems, by Pierre Collet, Servet Martínez, Jaime San Martín

Label
Quasi-stationary distributions : Markov chains, diffusions and dynamical systems
Title
Quasi-stationary distributions
Title remainder
Markov chains, diffusions and dynamical systems
Statement of responsibility
by Pierre Collet, Servet Martínez, Jaime San Martín
Creator
Contributor
Subject
Language
eng
Summary
Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics
Member of
Cataloging source
E7B
http://library.link/vocab/creatorDate
1948-
http://library.link/vocab/creatorName
Collet, Pierre
Dewey number
519.2
Index
index present
Language note
English
LC call number
QA273.6
LC item number
.C65 2012eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
NLM call number
Online Book
http://library.link/vocab/relatedWorkOrContributorName
  • Martínez, Servet
  • San Martín, Jaime
Series statement
Probability and its applications,
http://library.link/vocab/subjectName
  • Distribution (Probability theory)
  • Markov processes
  • Markov Chains
  • MATHEMATICS
  • Distribution (Probability theory)
  • Markov processes
Label
Quasi-stationary distributions : Markov chains, diffusions and dynamical systems, by Pierre Collet, Servet Martínez, Jaime San Martín
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 269-273), index, table of notations, and citations index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Quasi-stationary distributions : general results -- Markov chains on finite spaces -- Markov chains on countable spaces -- Birth and death chains -- Regular diffusions on [0,{u221E}) -- Infinity as entrance boundary -- Dynamical systems
Control code
820818723
Dimensions
unknown
Extent
1 online resource (xv, 280 pages)
Form of item
online
Isbn
9783642331312
Lccn
2012951442
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33131-2
Specific material designation
remote
System control number
(OCoLC)820818723
Label
Quasi-stationary distributions : Markov chains, diffusions and dynamical systems, by Pierre Collet, Servet Martínez, Jaime San Martín
Publication
Bibliography note
Includes bibliographical references (pages 269-273), index, table of notations, and citations index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- Quasi-stationary distributions : general results -- Markov chains on finite spaces -- Markov chains on countable spaces -- Birth and death chains -- Regular diffusions on [0,{u221E}) -- Infinity as entrance boundary -- Dynamical systems
Control code
820818723
Dimensions
unknown
Extent
1 online resource (xv, 280 pages)
Form of item
online
Isbn
9783642331312
Lccn
2012951442
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-642-33131-2
Specific material designation
remote
System control number
(OCoLC)820818723

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