{ "id": "1707.08419", "version": "v1", "published": "2017-07-26T13:08:58.000Z", "updated": "2017-07-26T13:08:58.000Z", "title": "Quasi-stationarity and quasi-ergodicity for discrete-time Markov chains with absorbing boundaries moving periodically", "authors": [ "William Oçafrain" ], "categories": [ "math.PR" ], "abstract": "We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined when the boundary is oscillating periodically. Then we show the existence of a quasi-ergodic distribution for any discrete-time irreducible Markov chain defined on a finite space state in the fixed boundary case. Finally we use this last result to show the quasi-ergodicity in the moving boundary case.", "revisions": [ { "version": "v1", "updated": "2017-07-26T13:08:58.000Z" } ], "analyses": { "keywords": [ "discrete-time markov chains", "absorbing boundary", "absorbing boundaries moving", "quasi-ergodicity", "quasi-stationarity" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }