Exact aggregation of absorbing Markov processes using quasi-stationary distribution

Theorem 2.15. The proof of the first identity is obvious and follows directly from the definition of the norm k · k 1,λ.. We start with the first idendity, whose proof is similar to

Polyuria and hypernatraemia induced by central or renal diabetes insipidus can be distinguished from the consequences of solute diuresis with intact urinary concentration by

The excitation is at point (0, 0) and the analytical solution in infinite space is given by formula (84). Good agreements between the two types of absorbing boundary conditions and

The computational domain is limited by an artificial boundary and the numerical waves are then obtained by solving harmonic wave equations coupled with specific boundary con- ditions

Keywords: metastability, finite absorbing Markov process, exit time, exit position, spectral quan- titative criterion, first Dirichlet eigenvalue, quasi-stationary distribution,

In the reliability theory, the availability of a component, characterized by non constant failure and repair rates, is obtained, at a given time, thanks to the computation of

As in the Heston model, we want to use our algorithm as a way of option pricing when the stochastic volatility evolves under its stationary regime and test it on Asian options using

The following proposition shows that the notion of quasi-stationary distri- bution as defined in Definition 1 is not relevant when the killing boundary is moving... Proposition 1 can