Some limit theorems for absorbing Markov processes

DOI10.1088/1751-8113/45/34/345003MaRDI QIDQ3167535zbMATH OpenOpenAlexFDO

Authors Jinwen Chen, Siqi Jian, Haitao Li

Publication date 2 November 2012

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/45/34/345003

zbMATH Keywords

quasi stationary distribution

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(23)

• Exact aggregation of absorbing Markov processes using the quasi-stationary distribution
• Quasi-ergodicity for absorbing Markov processes
• Domain of attraction of quasi-stationary distribution for absorbing Markov processes
• On quasi-ergodic distribution for one-dimensional diffusions
• Quasi-stationarity and quasi-ergodicity of general Markov processes
• Quasi-ergodic limits for finite absorbing Markov chains
• A deviation inequality and quasi-ergodicity for absorbing Markov processes
• Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
• Strongly quasi-mixing properties for one-dimensional diffusion processes with killing
• Exponential mixing property for absorbing Markov processes
• Some conditional limiting theorems for symmetric Markov processes with tightness property
• On the stability of positive semigroups
• Limiting process of absorbing Markov chains
• A Central Limit Theorem for Absorbing Markov Chains with r Absorbing States
• Law of the absorption time of some positive self-similar Markov processes
• On the absorption probabilities and mean time for absorption for discrete Markov chains
• On the quasi-ergodic distribution of absorbing Markov processes
• Quasi-ergodic limits for moments of jumps under absorbing stable processes
• Exponentially quasi-mixing limits for killed symmetric Lévy processes
• Nonequilibrium Markov processes conditioned on large deviations
• On the long-term behavior for sub-stationary Markov processes
• Rate of convergence to the Yaglom limit for the radial Ornstein-Uhlenbeck processes with negative drift
• Quasi-stationary distributions for absorbing stochastically monotone Markov chains

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