Quasi-stationary distributions of birth-and-death processes

Abstract

Let q n ( t ) be the conditioned probability of finding a birth-and-death process in state n at time t, given that absorption into state 0 has not occurred by then. A family { q 1 ( t ), q 2 ( t ), · · ·} that is constant in time is a quasi-stationary distribution. If any exist, the quasi-stationary distributions comprise a one-parameter family related to quasi-stationary distributions of finite state-space approximations to the process.