Related papers: Domain of attraction of quasi-stationary distribut…
In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is a natural boundary. More precisely, we not only give a necessary and sufficient…
In the present work we characterize the existence of quasistationary distributions for diffusions on $(0,\infty)$ allowing singular behavior at $0$ and $\infty$. If absorption at 0 is certain, we show that there exists a quasistationary…
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…
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…
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…
We study a random process with reinforcement, which evolves following the dynamics of a given diffusion process in a bounded domain and is resampled according to its occupation measure when it reaches the boundary. We show that its…
In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…
For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…
Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifetime via a property which we call the first hitting…
We consider a Markov process $ X(t) $ on the nonnegative integers $E= S \cup \{0\}$, where $S=\{1,2,...\}$ is an irreducible class and 0 is an absorbing state. In this paper, we investigate conditions under which the quasi-stationary…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We consider the classical Shiryaev--Roberts martingale diffusion, $(R_t)_{t\ge0}$, restricted to the interval $[0,A]$, where $A>0$ is a preset absorbing boundary. We take yet another look at the well-known phenomenon of quasi-stationarity…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
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…
This paper studies the quasi-stationary distributions for a single death process (or downwardly skip-free process) with killing defined on the non-negative integers, corresponding to a non-conservative transition rate matrix. The set…
The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…