Domain of attraction of quasi-stationary distribution for absorbing Markov processes

DOI10.1016/J.SPL.2022.109692MaRDI QIDQ2107586zbMATHOpenAlexFDO

Authors Hanjun Zhang, Yongxiang Mo

Publication date 2 December 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2022.109692

zbMATH Keywords

Markov processesquasi-stationary distribution\( \lambda_0\)-positive

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• scientific article; zbMATH DE number 3816788 (Why is no real title available?)
• A quasi-ergodic theorem for evanescent processes
• Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria
• Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
• Domain of attraction of quasi-stationary distributions for the brownian motion with drift
• Domain of attraction of the quasi-stationary distribution for the linear birth and death process
• Domain of attraction of the quasi-stationary distributions for linear birth and death process with killing
• Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
• Domain of attraction of the quasistationary distribution for birth-and-death processes
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions
• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• Exponential decay and ergodicity of general Markov processes and their discrete skeletons
• Minimal quasi-stationary distribution approximation for a birth and death process
• On the quasi-ergodic distribution of absorbing Markov processes
• Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
• Quasi-stationary distributions and population processes
• Quasi-stationary laws for Markov processes: examples of an always proximate absorbing state
• Some limit theorems for absorbing Markov processes

Cited in

(2)

• Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 1129552 (Why is no real title available?)

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