Existence of quasi-stationary distributions: A renewal dynamical approach

DOI10.1214/AOP/1176988277zbMath0827.60061OpenAlexW1971766498WikidataQ105584318 ScholiaQ105584318MaRDI QIDQ1897147

Pierre Picco, Pablo A. Ferrari, Harry Kesten, Servet Martínez

Publication date: 26 November 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988277

zbMATH Keywords

stationary distributionrenewal processquasi-stationary distributionsbirth and death processresidual time

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27) Renewal theory (60K05)

Related Items (68)

On the existence of a quasistationary measure for a Markov chain ⋮ Quasi-stationary measures for conservative dynamics in the infinite lattice ⋮ Stochastic approximation of quasi-stationary distributions on compact spaces and applications ⋮ Entrance times of random walks: with applications to pension fund modeling ⋮ Unique quasi-stationary distribution, with a possibly stabilizing extinction ⋮ Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case ⋮ Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ Asymptotic behavior and quasi-limiting distributions on time-fractional birth and death processes ⋮ Exponential convergence to quasi-stationary distribution and \(Q\)-process ⋮ Markov Chains Conditioned Never to Wait Too Long at the Origin ⋮ The Pianigiani-Yorke measure for topological Markov chains ⋮ Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains ⋮ Quasi-stationary distributions for a class of discrete-time Markov chains ⋮ Uniqueness and Decay Properties of Markov Branching Processes with Disasters ⋮ Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion ⋮ \(R\)-positivity of nearest neighbor matrices and applications to Gibbs states ⋮ Escape rates and physically relevant measures for billiards with small holes ⋮ ON A GENERALIZATION OF THE STATIONARY EXCESS OPERATOR ⋮ ON THE QUASI-STATIONARY DISTRIBUTION OF SIS MODELS ⋮ Full classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition rates ⋮ General criteria for the study of quasi-stationarity ⋮ Asymptotics of Markov additive chains on a half-plane: A ratio limit theorem ⋮ On the stability of positive semigroups ⋮ Yaglom limit for unimodal Lévy processes ⋮ Exponential quasi-ergodicity for processes with discontinuous trajectories ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Conditions for the existence of quasi-stationary distributions for birth-death processes with killing ⋮ Quasi-stationary distributions and population processes ⋮ Domain of attraction of the quasi-stationary distribution for the linear birth and death process ⋮ Quasi-stationary distributions for structured birth and death processes with mutations ⋮ Order relations of measures when avoiding decreasing sets. ⋮ Quasi-stationary distributions for randomly perturbed dynamical systems ⋮ Existence of quasi-stationary measures for asymmetric attractive particle systems on \(\mathbb Z^d\) ⋮ Front propagation and quasi-stationary distributions for one-dimensional Lévy processes ⋮ Quasilimiting behavior for one-dimensional diffusions with killing ⋮ Ergodic properties of Anosov maps with rectangular holes ⋮ Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit ⋮ Approximating Quasistationary Distributions of Birth–Death Processes ⋮ Limiting distributions for countable state topological Markov chains with holes ⋮ Yaglom limit for stochastic fluid models ⋮ Fleming-Viot particle system driven by a random walk on \(\mathbb {N}\) ⋮ Yaglom limit for stable processes in cones ⋮ Domain of Attraction of the Quasistationary Distribution for Birth-and-Death Processes ⋮ A Scaling Analysis of a Transient Stochastic Network ⋮ Minimal quasi-stationary distributions under null \(R\)-recurrence ⋮ The limiting conditional probability distribution in a stochastic model of T cell repertoire maintenance ⋮ Escape rates and singular limiting distributions for intermittent maps with holes ⋮ Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space ⋮ Total Variation Approximation for Quasi-Stationary Distributions ⋮ A stochastic SIS infection model incorporating indirect transmission ⋮ Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems ⋮ Concentration of quasi-stationary distributions for one-dimensional diffusions with applications ⋮ Asymptotics and criticality for a space-dependent branching process ⋮ Entropy of killed-resurrected stationary Markov chains ⋮ Approximations of cumulants of the stochastic power law logistic model ⋮ \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata ⋮ A note on quasi-stationary distributions of birth–death processes and the SIS logistic epidemic ⋮ Decay parameter for general stopped Markovian bulk-arrival and bulk-service queues ⋮ Quasi-stationary distributions and diffusion models in population dynamics ⋮ Phase transition for absorbed Brownian motion with drift ⋮ Asymptotic escape rates and limiting distributions for multimodal maps ⋮ Conditioned Lyapunov exponents for random dynamical systems ⋮ Quasistationary distributions for one-dimensional diffusions with killing ⋮ Maximal escape rate for shifts ⋮ On the Hill relation and the mean reaction time for metastable processes ⋮ Yaglom limit via Holley inequality ⋮ Stochastic resetting and applications ⋮ Quasi-stationary distributions for discrete-state models

This page was built for publication: Existence of quasi-stationary distributions: A renewal dynamical approach