Quasistationarity in continuous-time Markov chains where absorption is not certain
In a recent paper  it was shown that, for an absorbing Markov chain where absorption is not guaranteed, the state probabilities at time t conditional on non-absorption by t generally depend on t. Conditions were derived under which there can be no initial distribution such that the conditional state probabilities are stationary. The purpose of this note is to show that these conditions can be relaxed completely: we prove, once and for all, that there are no circumstances under which a quasistationary distribution can admit a stationary conditional interpretation.
Permanent link to this document: http://projecteuclid.org/euclid.jap/1014842561
Digital Object Identifier: doi:10.1239/jap/1014842561
Mathematical Reviews number (MathSciNet): MR1781015
Zentralblatt MATH identifier: 0964.60076