Quasi-stationarity and quasi-ergodicity of general Markov processes

DOI10.1007/s11425-014-4835-xzbMath1309.60078OpenAlexW2160113045MaRDI QIDQ477273

Junfei Zhang, Renming Song, Shou-mei Li

Publication date: 3 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4835-x

zbMATH Keywords

Markov processesquasi-stationary distributionsquasiergodicity

Mathematics Subject Classification ID

Related Items (15)

On quasi-ergodic distribution for one-dimensional diffusions ⋮ The Asymptotic Frequency of Stochastic Oscillators ⋮ \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries ⋮ On quasi-stationaries for symmetric Markov processes ⋮ Intrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processes ⋮ Yaglom limit for unimodal Lévy processes ⋮ Quasi-ergodic limits for finite absorbing Markov chains ⋮ Yaglom limit for stochastic fluid models ⋮ Exponential mixing property for absorbing Markov processes ⋮ Yaglom limit for stable processes in cones ⋮ Sensitivity analysis of long-term cash flows ⋮ Limit theorems for some critical superprocesses ⋮ Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing ⋮ On the quasi-ergodic distribution of absorbing Markov processes ⋮ Some conditional limiting theorems for symmetric Markov processes with tightness property

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