Quasilimiting behavior for one-dimensional diffusions with killing

DOI10.1214/10-AOP623zbMATH Open1278.60121arXiv1004.5044MaRDI QIDQ662429FDOQ662429

Authors: Martin Kolb, David Steinsaltz 

Publication date: 22 February 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007) 1285-1234], which found conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary distribution whose density is given by the principal eigenfunction of the generator. Under the assumption that the limit of the killing at infinity differs from the principal eigenvalue we prove that convergence to quasistationarity occurs if and only if the principal eigenfunction is integrable. When the killing at infinity is larger than the principal eigenvalue, then the eigenfunction is always integrable. When the killing at infinity is smaller, the eigenfunction is integrable only when the unkilled process is recurrent; otherwise, the process conditioned on survival converges to 0 density on any bounded interval.

Full work available at URL: https://arxiv.org/abs/1004.5044

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zbMATH Keywords

eigenfunctionentrance boundaryDirichlet formnatural boundaryquasistationary distributiondiffusion processes on the positive half-lineinaccessible end pointkilledspeed measure

Mathematics Subject Classification ID

Diffusion processes (60J60) General theory of partial differential operators (47F05) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50)

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