Yaglom limit for unimodal Lévy processes (Q6187897)

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scientific article; zbMATH DE number 7788719

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English	Yaglom limit for unimodal Lévy processes	scientific article; zbMATH DE number 7788719

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scholarly article

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Yaglom limit for unimodal Lévy processes (English)

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10.1214/22-aihp1301

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Gavin Armstrong

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Krzysztof Bogdan

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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques

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publication date

16 January 2024

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full work available at URL

https://arxiv.org/abs/2110.00873

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

boundary limit

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Lévy process

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Lipschitz cone

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Yaglom limit

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MaRDI profile type

MaRDI publication profile

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Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case

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Symmetric stable processes in cones

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The quasi-stationary behavior of quasi-birth-and-death processes

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Yaglom limit for stochastic fluid models

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The quasistationary distributions of level-independent quasi-birth-and-death processes

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Quasistationary distributions for level-dependent quasi-birth-and-death processes

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Splitting at the infimum and excursions in half-lines for random walks and Lévy processes

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On conditioning a random walk to stay nonnegative

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Heat kernel estimates for the fractional Laplacian with Dirichlet conditions

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Dirichlet heat kernel for unimodal Lévy processes

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Density and tails of unimodal convolution semigroups

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Barriers, exit time and survival probability for unimodal Lévy processes

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Boundary Harnack inequality for Markov processes with jumps

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Yaglom limit for stable processes in cones

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Conditionings and path decompositions for Lévy processes

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On Lévy processes conditioned to stay positive

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Dirichlet heat kernel estimates for rotationally symmetric Lévy processes

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Asymptotic behavior of densities of unimodal convolution semigroups

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Parisian quasi-stationary distributions for asymmetric Lévy processes

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Existence of quasi-stationary distributions: A renewal dynamical approach

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Quasi stationary distributions and Fleming-Viot processes in countable spaces

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Additional quasi-stationary distributions for semi-Markov processes

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On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes

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Potential kernels, probabilities of hitting a ball, harmonic functions and the boundary Harnack inequality for unimodal Lévy processes

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Hitting probabilities for L\'{e}vy processes on the real line

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Potential theory of one-dimensional geometric stable processes

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Asymptotic Behaviour and Estimates of Slowly Varying Convolution Semigroups

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Lévy processes: concentration function and heat kernel bounds

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Estimates of heat kernels of non-symmetric Lévy processes

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Quasi-stationary distributions and Yaglom limits of self-similar Markov processes

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Yaglom limit for critical nonlocal branching Markov processes

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Random walks with negative drift conditioned to stay positive

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Weak convergence of conditioned processes on a countable state space

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A note on the existence of transition probability densities of Lévy processes

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Gradient estimates of harmonic functions and transition densities for Lévy processes

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Ten equivalent definitions of the fractional Laplace operator

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Martin kernels for Markov processes with jumps

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Quasi-stationary distributions for Lévy processes

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On the quasi-stationary distribution of the virtual waiting time in queues with Poisson arrivals

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Quasi-stationary distributions and the continuous-state branching process conditioned to be never extinct

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Quasi-Stationary Workload in a Lévy-Driven Storage System

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Quasi-stationary distributions for a Brownian motion with drift and associated limit laws

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Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues

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The growth of random walks and Levy processes

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A 2-spine decomposition of the critical Galton-Watson tree and a probabilistic proof of Yaglom's theorem

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Limit theorems for a class of critical superprocesses with stable branching

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Measures, Integrals and Martingales

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On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

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Potential theory of geometric stable processes

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Quasi-stationary distributions for Markov chains on a general state space

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Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes

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Quasi-stationary distributions for discrete-state models

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Quasi-stationarity and quasi-ergodicity of general Markov processes

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Mathematics(1 entry)

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