English

Quasi-stationary distributions for continuous-time $\lambda$-recurrent jump processes

Probability 2024-07-30 v1

Abstract

For the continuous-time λ\lambda-recurrent jump process, the λ\lambda-recurrence assures the existence of quasi-stationary distribution when it has finite exit states (the states that have positive killing rates). And we give an explicit representation for this quasi-stationary distribution through QQ-matrix, where the components of the quasi-stationary distribution outside the set HH of exit states can be represented by those within HH. Sufficient condition is also provided for quasi-stationary distribution when the exit states are infinite.

Keywords

Cite

@article{arxiv.2407.19803,
  title  = {Quasi-stationary distributions for continuous-time $\lambda$-recurrent jump processes},
  author = {Qian Du and Yong-Hua Mao},
  journal= {arXiv preprint arXiv:2407.19803},
  year   = {2024}
}
R2 v1 2026-06-28T17:56:33.445Z