Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions

2022/07/21 by Kosuke Yamato, Yamato, Kosuke
Computer Science · Mathematics · Physics and Astronomy · #60J70 (Primary) 60F99 (Secondary) #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.2207.10338

openalex publication_date 2022/07/21 · openalex created_date 2023/02/12 · openalex updated_date 2026/07/28

Abstract

We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the moment growth rate of the lifetime, which is at the same time a necessary condition for the existence of Yaglom limits.

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