A note on speed of convergence to the quasi-stationary distribution
DOI10.1515/DEMA-2013-0372zbMATH Open1260.60152OpenAlexW963052716MaRDI QIDQ4898889FDOQ4898889
Authors: Mariusz Polak, Tomasz Rolski 
Publication date: 3 January 2013
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2013-0372
Recommendations
- Exponential convergence to a quasi-stationary distribution for birth-death processes with an entrance boundary at infinity
- Convergence of quasi-stationary distributions in birth-death processes
- Some results for quasi-stationary distributions of birth-death processes
- On the convergence to stationarity of birth-death processes
- Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
asymptotic expansionquasi-stationary distributionmodified Bessel functionspeed of convergenceBrownian motion with drift\(M/M/1\) queues
Queueing theory (aspects of probability theory) (60K25) Continuous-time Markov processes on general state spaces (60J25)
Cites Work
- Title not available (Why is that?)
- Applied Probability and Queues
- Introductory lectures on fluctuations of Lévy processes with applications.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
- Quasi-stationary distributions for Lévy processes
- Quasi-stationary workload in a Lévy-driven storage system
Cited In (11)
- Recurrence classification for a family of non-linear storage models
- Speed of convergence to the quasi-stationary distribution for Lévy input fluid queues
- Exponential convergence to a quasi-stationary distribution for birth-death processes with an entrance boundary at infinity
- Quasi-stationarity for one-dimensional renormalized Brownian motion
- Speed of convergence to the Perron-Frobenius stationary distribution
- Quasi-limiting behavior of drifted Brownian motion
- Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift
- On laws of large numbers in \(L^2\) for supercritical branching Markov processes beyond \(\lambda \)-positivity
- Exponential convergence to quasi-stationary distribution and \(Q\)-process
- On the convergence rate of the quasi- to stationary distribution for the Shiryaev-Roberts diffusion
- A strong law of large numbers for super-critical branching Brownian motion with absorption
This page was built for publication: A note on speed of convergence to the quasi-stationary distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4898889)
