Explicit representation of invariant measures for 2-death processes

Yuhui Zhang and Yi Zhao

Statistics & Probability Letters, 2024, vol. 210, issue C

Abstract: Construction of invariant measures is a challenging problem for Markov chains with multi-exit. In this paper, we obtain explicit representation of invariant measures for 2-death processes. And furthermore, the criterion for ergodicity is also derived based on this formula. In addition, several examples are demonstrated to verify the validity of our result.

Keywords: Invariant measure; Recursive formula; Downwardly skip-free process; Ergodicity; Stationary distribution (search for similar items in EconPapers)
Date: 2024
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715224000890
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000890

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2024.110120

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().