Quasilimiting behavior for one-dimensional diffusions with killing
From MaRDI portal
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.
Recommendations
- Quasistationary distributions for one-dimensional diffusions with killing
- Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
- Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
- Existence and construction of quasi-stationary distributions for one-dimensional diffusions
Cites work
- scientific article; zbMATH DE number 3732714 (Why is no real title available?)
- scientific article; zbMATH DE number 48634 (Why is no real title available?)
- scientific article; zbMATH DE number 3479763 (Why is no real title available?)
- scientific article; zbMATH DE number 3536764 (Why is no real title available?)
- scientific article; zbMATH DE number 3541178 (Why is no real title available?)
- scientific article; zbMATH DE number 707209 (Why is no real title available?)
- scientific article; zbMATH DE number 1061253 (Why is no real title available?)
- scientific article; zbMATH DE number 1502624 (Why is no real title available?)
- scientific article; zbMATH DE number 2106098 (Why is no real title available?)
- scientific article; zbMATH DE number 2105661 (Why is no real title available?)
- scientific article; zbMATH DE number 846103 (Why is no real title available?)
- scientific article; zbMATH DE number 3240983 (Why is no real title available?)
- scientific article; zbMATH DE number 3272022 (Why is no real title available?)
- scientific article; zbMATH DE number 3410334 (Why is no real title available?)
- scientific article; zbMATH DE number 2247498 (Why is no real title available?)
- scientific article; zbMATH DE number 3109695 (Why is no real title available?)
- A Class of Diffusion Processes with Killing Arising in Population Genetics
- A ratio limit theorem for (sub) Markov chains on {1,2, …} with bounded jumps
- Analytical methods for Markov semigroups.
- Asymptotic behavior of absorbing Markov chains conditional on nonabsorption for applications in conservation biology
- Asymptotic laws for one-dimensional diffusions conditioned to nonabsorption
- Behavior of diffusion semi-groups at infinity
- Classification of killed one-dimensional diffusions.
- Discreteness of the spectrum of second-order differential operators and associated embedding theorems
- Existence of quasi-stationary distributions: A renewal dynamical approach
- Explicit and almost explicit spectral calculations for diffusion operators
- Extremal properties of the first eigenvalue of Schrödinger-type operators
- Floquet theory for left-definite Sturm-Liouville problems
- Hardy's inequality with weights
- Large Time Behavior of the Heat Kernel: On a Theorem of Chavel and Karp
- Markov mortality models: implications of quasistationarity and varying initial distributions
- Non-Gaussian Aspects of Heat Kernel Behaviour
- On critical and subcritical Sturm-Liouville operators
- On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
- On spectral theory for Schrödinger operators with strongly singular potentials
- On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes
- On the existence of a quasistationary measure for a Markov chain
- On the quasi-stationary distribution of a stochastic Ricker model
- Quasi-stationary distributions and diffusion models in population dynamics
- Quasi-stationary distributions for Markov chains on a general state space
- Quasi-stationary distributions of birth-and-death processes
- Quasistationary distributions for one-dimensional diffusions with killing
- R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains
- Rates of decay and \(h\)-processes for one dimensional diffusions conditioned on non-absorption
- Spectral theory of semi-groups connected with diffusion processes and its application
- Stochastic model for analysis of longitudinal data on aging and mortality
- Stochastic processes.
- The essential self-adjointness of generalized Schrödinger operators
- The infinite Brownian loop on a symmetric space.
- The vitality model: a way to understand population survival and demographic heterogeneity
- Total Variation Approximation for Quasi-Stationary Distributions
- Zur Spektraltheorie von Sturm-Liouville-Operatoren
Cited in
(40)- Existence and uniqueness of quasi-stationary and quasi-ergodic measures for absorbing Markov chains: a Banach lattice approach
- scientific article; zbMATH DE number 4020140 (Why is no real title available?)
- Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
- Transient one-dimensional diffusions conditioned to converge to a different limit point
- Some limit theorems of killed Brownian motion
- Diffusions from infinity
- Domain of attraction of quasi-stationary distribution for one-dimensional diffusions
- Quasistationary distributions for one-dimensional diffusions with singular boundary points
- Strongly quasi-mixing properties for one-dimensional diffusion processes with killing
- Joint distribution of two local times for diffusion processes with the application to the construction of various conditioned processes
- Markov branching processes with killing and resurrection
- Stopping Times and Γ-Convergence
- Quasi-stationary distribution for Hamiltonian dynamics with singular potentials
- Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria
- Existence and construction of quasi-stationary distributions for one-dimensional diffusions
- Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
- Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
- Conditions for the existence of quasi-stationary distributions for birth-death processes with killing
- Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
- A Doob h-transform of the Gross-Pitaevskii Hamiltonian
- Quasi-stationary distributions and population processes
- Practical criteria for \(R\)-positive recurrence of unbounded semigroups
- An approximation scheme for quasi-stationary distributions of killed diffusions
- Sampling using adaptive regenerative processes
- Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions
- Conditioning diffusion processes with killing rates
- Stationary distributions of persistent ecological systems
- Transcritical bifurcation for the conditional distribution of a diffusion process
- On a Feynman-Kac approach to growth-fragmentation semigroups and their asymptotic behaviors
- Uniqueness of Quasistationary Distributions and Discrete Spectra when ∞ is an Entrance Boundary and 0 is Singular
- Conditioning diffusion processes with respect to the local time at the origin
- Local asymptotics for the area of random walk excursions
- A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
- Quasistationary distributions for one-dimensional diffusions with killing
- Theoretical properties of quasi-stationary Monte Carlo methods
- Uniqueness and decay properties of Markov branching processes with disasters
- Killed diffusions and their conditioning
- Recent advances in the long-time analysis of killed degenerate processes and their particle approximation
- Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
- General criteria for the study of quasi-stationarity
This page was built for publication: Quasilimiting behavior for one-dimensional diffusions with killing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q662429)
