Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property (Q2330420): Difference between revisions

Consider a symmetric Markov process \(X\) with finite life time \(\xi\). It is assumed that the process is irreducible and strong Feller, and possesses a certain tightness property. A measure \(\nu\) is called a quasi-stationary distribution of \(X\) if for all Borel sets \(B\) \(\nu(B) = \mathbb{P}[X_t \in B \mid t < \xi]\). The main result is the determination of a quasi-stationary distribution that turns out to be unique