Quasi-stationary distributions for continuous-time $\lambda$-recurrent jump processes
Probability
2024-07-30 v1
Abstract
For the continuous-time -recurrent jump process, the -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 -matrix, where the components of the quasi-stationary distribution outside the set of exit states can be represented by those within . Sufficient condition is also provided for quasi-stationary distribution when the exit states are infinite.
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}
}