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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…

概率论 · 数学 2023-08-01 Aurélien Velleret

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…

概率论 · 数学 2025-10-15 Guoman He , Hanjun Zhang

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,…

概率论 · 数学 2017-03-03 Nicolas Champagnat , Denis Villemonais

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…

概率论 · 数学 2017-02-12 Nicolas Champagnat , Denis Villemonais

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…

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

概率论 · 数学 2022-12-16 Kosuke Yamato

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…

概率论 · 数学 2015-12-31 Hanjun Zhang , Guoman He

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…

概率论 · 数学 2020-12-25 Kosuke Yamato

We discuss the concepts of quasi-renewal and quasi-regenerative processes. We also propose a method for obtaining the upper bounds for the convergence rate of the distribution of a regenerative and quasi-regenerative process to a stationary…

概率论 · 数学 2023-05-24 Galina A. Zverkina

Continuous-time random walks are generalisations of random walks frequently used to account for the consistent observations that many molecules in living cells undergo anomalous diffusion, i.e. subdiffusion. Here, we describe the…

偏微分方程分析 · 数学 2015-03-31 Hugues Berry , Thomas Lepoutre , Álvaro Mateos González

This article studies the quasi-stationary behaviour of population processes with unbounded absorption rate, including one-dimensional birth and death processes with catastrophes and multi-dimensional birth and death processes, modeling…

概率论 · 数学 2016-11-10 Nicolas Champagnat , Denis Villemonais

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…

概率论 · 数学 2007-05-23 David Steinsaltz , Steven N. Evans

For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the…

概率论 · 数学 2014-12-25 Nicolas Champagnat , Denis Villemonais

We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…

概率论 · 数学 2013-04-04 Servet Martinez , Jaime San Martin , Denis Villemonais

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean the existence of a deterministic function $g$ and a…

概率论 · 数学 2014-01-10 Bénédicte Haas , Víctor Manuel Rivero

We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary…

概率论 · 数学 2016-03-16 Hanjun Zhang , Guoman He

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

概率论 · 数学 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

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…

概率论 · 数学 2022-10-24 Nicolas Champagnat , Denis Villemonais

We re-analyze the quasi-linear self consistent dynamics for the beam-plasma instability, by comparing the theory predictions to numerical simulations of the corresponding Hamiltonian system. While the diffusive features of the asymptotic…

等离子体物理 · 物理学 2019-09-04 Giovanni Montani , Francesco Cianfrani , Nakia Carlevaro
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