The equivalence between absorbing and reflecting barrier problems for random walks is shown to hold for stochastically monotone Markov processes. For Markov chains in ...
Journal of Applied Probability, Vol. 58, No. 1 (MARCH 2021), pp. 177-196 (20 pages) We consider a strictly substochastic matrix or a stochastic matrix with absorbing states. By using quasi-stationary ...
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