Phase transition for absorbed Brownian motion with drift

DOI10.1007/BF02180205MaRDI QIDQ1285199zbMATH OpenOpenAlexFDO

Authors Pablo A. Ferrari, Servet Martínez, Jaime San Martín

Publication date 24 August 1999

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02180205

zbMATH Keywords

absorbed Brownian motionconditioned Brownian motion with driftquasistationary distributions

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata
• A Useful Convergence Theorem for Probability Distributions
• Existence of quasi-stationary distributions: A renewal dynamical approach
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
• Quasi-stationary distributions of birth-and-death processes
• QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME
• Weak convergence to Brownian meander and Brownian excursion

Cited in

(3)

• On weak convergence of conditional survival measure of one-dimensional Brownian motion with a drift
• Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift
• Quasi-stationary regime of a branching random walk in presence of an absorbing wall

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