Quasilimiting behavior for one-dimensional diffusions with killing

Details Quasilimiting behavior for one-dimensional diffusions with killing Quasilimiting behavior for one-dimensional diffusions with killing

2010-04-28

arxiv.org/abs/1004.5044v1

Mathematics

Probability

Scientific paper

This paper extends and clarifies results of Steinsaltz and Evans, which described conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary distribution whose density is given by the top eigenfunction of the generator. Convergence occurs when the limit of the killing at infinity differs from the negative top of the spectrum of the generator. When the killing at infinity is larger than the negative top of the spectrum, then the eigenfunction is integrable. When the killing at infinity is smaller, the eigenfunction is integrable only when the unkilled process is recurrent; otherwise, the process conditioned on survival converges to 0 density on any bounded interval.

Affiliated with

Also associated with

No associations

Rating

Quasilimiting behavior for one-dimensional diffusions with killing does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Quasilimiting behavior for one-dimensional diffusions with killing, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Quasilimiting behavior for one-dimensional diffusions with killing will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-69039