Quasi-stationary distributions for time-changed symmetric \alpha-stable processes killed upon hitting zero

arXiv2306.07546MaRDI QIDQ6440109FDOQ6440109

Authors: Zhe-Kang Fang, Yonghua Mao, Tao Wang 

Publication date: 13 June 2023

Abstract: For a time-changed symmetric $alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the QSD from any initial distribution is proved under conditions on transition densities.

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