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arxiv: 1709.06610 · v1 · pith:HS2WQDPKnew · submitted 2017-09-19 · 🧮 math.PR

Yaglom limits for R-transient chains with non-trivial Martin boundary

classification 🧮 math.PR
keywords boundarychainsnon-trivialr-transientyaglomcharacterizeconditionsdistribution
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We give conditions for the existence of a Yaglom limit for R-transient Markov chains with non-trivial rho-Martin entrance boundary (rho=1/R) and we characterize the rho-invariant limiting quasistationary distribution.

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