Strong stationary times for one-dimensional diffusions
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Publication:2357277
DOI10.1214/16-AIHP745zbMath1367.60101arXiv1311.6442OpenAlexW2516942382MaRDI QIDQ2357277
Publication date: 13 June 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.6442
Bessel processOrnstein-Uhlenbeck processspectral decompositionergodic diffusionsquasi-stationary measurestrong stationary timesexplosion timedual process
Inequalities; stochastic orderings (60E15) Spectrum, resolvent (47A10) Diffusion processes (60J60) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)
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