A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
نویسندگان
چکیده
Abstract We study convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions. give a method reducing the tail behavior of lifetime via property we call first hitting uniqueness. apply results Kummer diffusions with negative drift and class initial converging each distribution.
منابع مشابه
Approximation of quasi-stationary distributions for 1-dimensional killed diffusions with unbounded drifts
The theory of Markov processes with an absorbing state is commonly used in stochastic models of biological population, epidemics, chemical reactions and market dynamics. The stationary distributions of such processes are concentrated on the absorbing state and are of poor interest. In constrast, the long time behavior of an absorbed Markov process is well described by the limiting distribution ...
متن کاملRelativistic diffusions: a unifying approach
A new, wide class of relativistic stochastic processes is introduced. All relativistic processes considered so far in the literature are members of this class. For each process, the stochastic equations of motion are obtained in an arbitrary Lorentz frame. The associated Kolmogorov equation is also derived for the first time, in both (3 + 1)and manifestly covariant forms.
متن کاملnon-corrective approach to pronunciation
the aim of this study has been to find answers for the following questions: 1. what is the effect of immediate correction on students pronunciation errors? 2. what would be the effect of teaching the more rgular patterns of english pronunciation? 3. is there any significant difference between the two methods of dealing with pronuciation errore, i. e., correction and the teaching of the regular ...
15 صفحه اولStationary distributions for diffusions with inert drift
Consider a reflecting diffusion in a domain in R that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the reflecting process and the value of the drift vector has a product form. Moreover, the first component is the symmetrizing measure on the domain for the reflecting dif...
متن کاملQuasistationary Distributions for One-dimensional Diffusions with Killing
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion conditioned on long survival either runs off to infinity almost surely, or almost surely converges to a quasistationary distribution given by the lowest eigenfu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2022
ISSN: ['1475-6072', '0021-9002']
DOI: https://doi.org/10.1017/jpr.2022.2