Quasistationary distributions for one-dimensional diffusions with killing

DOI10.1090/S0002-9947-06-03980-8zbMATH Open1107.60048arXivmath/0406052MaRDI QIDQ3420271FDOQ3420271

Authors: David Steinsaltz, Steven Neil Evans 

Publication date: 1 February 2007

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Abstract: We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion conditioned on long survival either runs off to infinity almost surely, or almost surely converges to a quasistationary distribution given by the lowest eigenfunction of the generator. In the absence of internal killing, only a sufficiently strong inward drift can keep the process close to the origin, to allow convergence in distribution. An alternative, that arises when general killing is allowed, is that the conditioned process is held near the origin by a high rate of killing near infinity. We also extend, to the case of general killing, the standard result on convergence to a quasistationary distribution of a diffusion on a compact interval.

Full work available at URL: https://arxiv.org/abs/math/0406052

Recommendations

• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions
• Quasistationary distributions for one-dimensional diffusions with singular boundary points

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• On the existence of a quasistationary measure for a Markov chain
• Existence of quasi-stationary distributions: A renewal dynamical approach
• The parabolic differential equations and the associated semigroups of transformation
• Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
• Domain of attraction of quasi-stationary distributions for the brownian motion with drift
• Spectral theory of semi-groups connected with diffusion processes and its application
• Title not available (Why is that?)
• Quasi-stationary distributions of birth-and-death processes
• On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• The Exponential Decay of Markov Transition Probabilities
• On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
• Positive operators and elliptic eigenvalue problems
• On the quasi-stationary distribution of a stochastic Ricker model
• Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
• Markov mortality models: implications of quasistationarity and varying initial distributions
• Classification of killed one-dimensional diffusions.
• R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains
• Title not available (Why is that?)
• Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption
• Some results for quasi-stationary distributions of birth-death processes
• The limiting behavior of transient birth and death processes conditioned on survival

Cited In (37)

• Classification of killed one-dimensional diffusions.
• Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
• Diffusions from infinity
• Some limit theorems of killed Brownian motion
• Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
• Strongly quasi-mixing properties for one-dimensional diffusion processes with killing
• Quasistationary distributions for one-dimensional diffusions with singular boundary points
• Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
• Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria
• Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
• Existence and construction of quasi-stationary distributions for one-dimensional diffusions
• Quasi-stationary distributions for birth-death processes with killing
• Conditions for the existence of quasi-stationary distributions for birth-death processes with killing
• A generalized parallel replica dynamics
• Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
• Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes
• Markov mortality models: implications of quasistationarity and varying initial distributions
• A Doob h-transform of the Gross-Pitaevskii Hamiltonian
• Quasi-stationary distributions and population processes
• Quasi-stationary distributions of one-dimensional generalized diffusions without natural boundaries
• Conditioning diffusion processes with killing rates
• Quasi-stationary distributions for discrete-state models
• Nonconservative diffusions on \([0, 1]\) with killing and branching: applications to Wright-Fisher models with or without selection
• The vitality model: a way to understand population survival and demographic heterogeneity
• Quasi-stationary distributions for structured birth and death processes with mutations
• On a Feynman-Kac approach to growth-fragmentation semigroups and their asymptotic behaviors
• Conditioning diffusion processes with respect to the local time at the origin
• Quasi-stationary regime of a branching random walk in presence of an absorbing wall
• Damage segregation at fissioning may increase growth rates: a superprocess model
• On quasi-stationaries for symmetric Markov processes
• Uniqueness and decay properties of Markov branching processes with disasters
• Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
• Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach

This page was built for publication: Quasistationary distributions for one-dimensional diffusions with killing

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3420271)