Transcritical bifurcation for the conditional distribution of a diffusion process (Q6111882): Difference between revisions

A parameterised family of absorbed diffusion processes is constructed with the property that their conditional law exhibits a transcritical bifuraction. Specifically, this allows the speed of convergence and the fixed points to be described precisely. The results provide further illumination of the fact that for processes of this sort the weak Hörmander condition and regularity at the absorbing set does not guarantee uniqueness of a quasi-stationary distribution.

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reviewed by

Thomas B. Ward

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zbMATH Keywords

absorbed Markov processes

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quasi-stationary distributions

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exponential mixing

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stochastic differential equations

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bifurcation

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MaRDI profile type

MaRDI publication profile

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cites work

Stochastic approximation of quasi-stationary distributions on compact spaces and applications

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Exponential mixing properties for time inhomogeneous diffusion processes with killing

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Transcritical bifurcation for the conditional distribution of a diffusion process

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Quasi-stationary distributions and population processes

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Quasi-Stationary Distributions

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Quasi-stationary distributions for discrete-state models

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On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes

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Killed diffusions and their conditioning

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Quasi-stationary distributions and diffusion models in population dynamics

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Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion

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Uniform conditional ergodicity and intrinsic ultracontractivity

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Quasilimiting behavior for one-dimensional diffusions with killing

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Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular

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General criteria for the study of quasi-stationarity

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Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions

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Quasistationary distributions for one-dimensional diffusions with singular boundary points

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Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence

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Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit

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The strong Malthusian behavior of growth-fragmentation processes

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On the stability of nonlinear Feynman-Kac semigroups

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Q4819702

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Uniform convergence to the \(Q\)-process

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More on the long time stability of Feynman-Kac semigroups

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Unique quasi-stationary distribution, with a possibly stabilizing extinction

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A non‐conservative Harris ergodic theorem

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Erratum: ``Practical criteria for \(R\)-positive recurrence of unbounded semigroups''

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Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes

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Identifiers

zbMATH Open document ID

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10.1007/s10959-022-01216-7

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6111882

@@ Property / cites work @@
+Stochastic approximation of quasi-stationary distributions on compact spaces and applications
+Normal rank
@@ Property / cites work @@
+Exponential mixing properties for time inhomogeneous diffusion processes with killing
+Normal rank
@@ Property / cites work @@
+Transcritical bifurcation for the conditional distribution of a diffusion process
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distributions and population processes
+Normal rank
@@ Property / cites work @@
+Quasi-Stationary Distributions
@@ Property / cites work: Quasi-Stationary Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distributions for discrete-state models
+Normal rank
@@ Property / cites work @@
+On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
+Normal rank
@@ Property / cites work @@
+Killed diffusions and their conditioning
@@ Property / cites work: Killed diffusions and their conditioning / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distributions and diffusion models in population dynamics
+Normal rank
@@ Property / cites work @@
+Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
+Normal rank
@@ Property / cites work @@
+Uniform conditional ergodicity and intrinsic ultracontractivity
+Normal rank
@@ Property / cites work @@
+Quasilimiting behavior for one-dimensional diffusions with killing
+Normal rank
@@ Property / cites work @@
+Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
+Normal rank
@@ Property / cites work @@
+General criteria for the study of quasi-stationarity
+Normal rank
@@ Property / cites work @@
+Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Quasistationary distributions for one-dimensional diffusions with singular boundary points
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit
+Normal rank
@@ Property / cites work @@
+The strong Malthusian behavior of growth-fragmentation processes
+Normal rank
@@ Property / cites work @@
+On the stability of nonlinear Feynman-Kac semigroups
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform convergence to the \(Q\)-process
@@ Property / cites work: Uniform convergence to the \(Q\)-process / rank @@
+Normal rank
@@ Property / cites work @@
+More on the long time stability of Feynman-Kac semigroups
+Normal rank
@@ Property / cites work @@
+Unique quasi-stationary distribution, with a possibly stabilizing extinction
+Normal rank
@@ Property / cites work @@
+A non‐conservative Harris ergodic theorem
@@ Property / cites work: A non‐conservative Harris ergodic theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Erratum: ``Practical criteria for \(R\)-positive recurrence of unbounded semigroups''
+Normal rank
@@ Property / cites work @@
+Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
+Normal rank