Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions
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Publication:6204792
DOI10.1007/S10959-023-01239-8arXiv2207.10338OpenAlexW4372300625MaRDI QIDQ6204792FDOQ6204792
Publication date: 2 April 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Abstract: We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the moment growth rate of the lifetime, which is at the same time a necessary condition for the existence of Yaglom limits.
Full work available at URL: https://arxiv.org/abs/2207.10338
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Limit theorems in probability theory (60F99)
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