A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions

DOI10.1017/JPR.2022.2MaRDI QIDQ5049899zbMATH OpenOpenAlexFDO

Authors Kosuke Yamato

Publication date 14 November 2022

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2012.12971

zbMATH Keywords

Kummer diffusion processeslimit theoremsone-dimensional diffusion processesquasi-stationary distributions

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Infinitely divisible distributions; stable distributions (60E07) Diffusion processes (60J60)

Abstract: Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifetime via a property which we call the first hitting uniqueness. We apply the results to Kummer diffusions with negative drifts and give a class of initial distributions converging to each non-minimal quasi-stationary distribution.

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Cited in

(9)

• The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
• A note on the quasi-ergodic distribution of one-dimensional diffusions
• Constructions and generators of one-dimensional quasidiffusions with applications to selfaffine diffusions and brownian motion on the cantor Set
• Minimal quasi-stationary distributions under null R-recurrence
• Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes
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• Rate of convergence to the Yaglom limit for the radial Ornstein-Uhlenbeck processes with negative drift

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