On the time to extinction from quasi-stationarity: A unified approach

J.R. Artalejo

Physica A: Statistical Mechanics and its Applications, 2012, vol. 391, issue 19, 4483-4486

Abstract: This note provides a unified approach to the distribution of the time to extinction from quasi-stationarity for general Markov chains evolving both in discrete and in continuous time. Our results generalize a number of similar derivations which were established ad hoc for a variety of stochastic epidemic models. On the other hand, the obtained results unify the infinite irreducible case and the finite (reducible or irreducible) case which are typically presented under separate formulations in the literature for Markov chains.

Keywords: Time to extinction; Quasi-stationarity; Epidemic; Markov chain (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:391:y:2012:i:19:p:4483-4486

DOI: 10.1016/j.physa.2012.05.004

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