Related papers: Quasi-stationary distributions for subcritical sup…
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…
The subcritical contact process seen from the rightmost infected site has no invariant measures. We prove that nevertheless it converges in distribution to a quasi-stationary measure supported on finite configurations.
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 setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…
Let $Z_{n}$ be the number of individuals in a subcritical BPRE evolving in the environment generated by iid probability distributions. Let $X$ be the logarithm of the expected offspring size per individual given the environment. Assuming…
In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…
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…
In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed L\'{e}vy process $X$ in $\mathbb{R}$. Let $\zeta$ denote the extinction time, $M_t$ be the maximal…
A subcritical branching process in random environment (BPRE) is considered whose associated random walk does not satisfy the Cramer condition. The asymptotics for the survival probability of the process is investigated, and a Yaglom type…
In this paper, we consider semi-Markov processes whose transition times and transition probabilities depend on a small parameter $\varepsilon$. Understanding the asymptotic behavior of such processes is needed in order to study the…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
We characterise all the quasi-stationary distributions and the Q-process associated with a continuous state branching process that explodes in finite time. We also provide a rescaling for the continuous state branching process conditioned…
For downward skip-free continuous-time Markov chains on non-negative integers stopped at zero, existence of a quasi-stationary distribution is studied. The scale function for these processes is introduced and the boundary is classified by a…
We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…
In this paper, we investigate the asymptotic behavior of continuous-state branching processes in a Brownian random environment (CBBRE) conditioned on non-extinction. For the subcritical case, we prove the existence of the Yaglom limit and…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
We study the asymptotics of the survival probability for the critical and decomposable branching processes in random environment and prove Yaglom type limit theorems for these processes. It is shown that such processes possess some…
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…
We construct a simple example, surely known to Harry Kesten, of an R-transient Markov chain on a countable state space S with cemetery state delta. The transition matrix K on S is irreducible and strictly substochastic. We determine the…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…