A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions

2020/12/23 by Kosuke Yamato, Yamato, Kosuke · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.2012.12971

26 pages

arxiv created 2020/12/23 · arxiv updated 2020/12/25

Abstract

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 uniqueness. We apply the results to Kummer diffusions with negative drifts and give a class of initial distributions converging to each non-minimal quasi-stationary distribution.

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