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学术科研

Probability & Statistics Seminar

Quasi-stationary distribution for irregular Markov process

演讲者：毛永华（北京师范大学）
时间：2018-01-12 11:00-12:00
地点：慧园3栋 415报告厅

We recall the classical Yaglom's limit theorem for the branching processes, and take the finite Markov chain as an example to explain why the quasi-stationary distribution is interesting. After reviewing the QSD's for the regular birth-death processes and one-dimensional diffusion processes, we show the existence and domain of attraction of QSD's the above processes which are irregular.