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Results tagged with stochastic-processes
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user 48838
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Quasi-stationary distribution for a death process
First, I'm a bit confused as to how the matrix is set up, but it seems the rows and columns are laid out in the order $2,1,0$, is that correct?
And I think that the Yaglom limit is really the right w …
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