20 citations · 21 across the 2 of their papers we have counts for
4 papers
Quasi-stationary distributions of non-absorbing Markov chains
Roberto Fernandez, Francesco Manzo, Matteo Quattropani +1
We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absor…
A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma"
Francesco Manzo, Matteo Quattropani, Elisabetta Scoppola
In this short note we present an alternative proof of the so-called First Visit Time Lemma (FVTL), originally presented by Cooper and Frieze in its first formulation in [21], and t…
Strong times and first hitting
Francesco Manzo, Elisabetta Scoppola
We generalize the notion of strong stationary time and we give a representation formula for the hitting time to a target set in the general case of non-reversible Markov processes.
Condenser physics applied to Markov chains - A brief introduction to potential theory
A. Gaudilliere
These notes constitute the introduction to potential theory I exposed at the XIIth brazilian school of probability inside Elisabetta Scoppola's Introduction to Metastability.