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Yaglom limits for R-transient chains with non-trivial Martin boundary (1709.06610v1)

Published 19 Sep 2017 in math.PR

Abstract: We give conditions for the existence of a Yaglom limit for R-transient Markov chains with non-trivial rho-Martin entrance boundary (rho=1/R) and we characterize the rho-invariant limiting quasistationary distribution.

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