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.
- Dirichlet form
- Quasi-stationary distribution
- Symmetric Markov process
- Yaglom limit
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty