<p>For the minimal process corresponding to an explosive single-birth (or upwardly skip-free) <i>Q</i>-matrix on the non-negative integers, we prove the existence and uniqueness of quasi-stationary distribution, provide an explicit representation to it and show that it is the limit of quasi-stationary distributions of its truncated processes.</p>

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Quasi-stationary Distribution for the Explosive Single-birth Process

  • Zhekang Fang,
  • Yonghua Mao,
  • Yuhui Zhang

摘要

For the minimal process corresponding to an explosive single-birth (or upwardly skip-free) Q-matrix on the non-negative integers, we prove the existence and uniqueness of quasi-stationary distribution, provide an explicit representation to it and show that it is the limit of quasi-stationary distributions of its truncated processes.