Existence and Uniqueness of Quasi-stationary Distributions for Symmetric Markov Processes with Tightness Property

Masayoshi Takeda

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Let X be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that X is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of X.

Original languageEnglish
Pages (from-to)2006-2019
Number of pages14
JournalJournal of Theoretical Probability
Volume32
Issue number4
DOIs
Publication statusPublished - 2019 Dec 1

Keywords

  • Dirichlet form
  • Quasi-stationary distribution
  • Symmetric Markov process
  • Tightness
  • Yaglom limit

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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