Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions
Probability
2022-07-22 v1
Abstract
We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the moment growth rate of the lifetime, which is at the same time a necessary condition for the existence of Yaglom limits.
Keywords
Cite
@article{arxiv.2207.10338,
title = {Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions},
author = {Kosuke Yamato},
journal= {arXiv preprint arXiv:2207.10338},
year = {2022}
}