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On quasi-ergodic distribution for one-dimensional diffusions

Probability 2016-01-26 v4

Abstract

In this paper, we study quasi-ergodicity for one-dimensional diffusion XX killed at 0, when 0 is an exit boundary and ++\infty is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontractive, then there exists a unique quasi-ergodic distribution for XX. An example is given to illustrate the result. Moreover, the ultracontractivity of the killed semigroup is also studied.

Keywords

Cite

@article{arxiv.1409.8094,
  title  = {On quasi-ergodic distribution for one-dimensional diffusions},
  author = {Guoman He and Hanjun Zhang},
  journal= {arXiv preprint arXiv:1409.8094},
  year   = {2016}
}

Comments

This paper is published in Statistics and Probability Letters (2016)

R2 v1 2026-06-22T06:08:13.453Z