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

2019/01/03 by Masayoshi Takeda, Takeda, Masayoshi
Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1901.00645

openalex publication_date 2019/01/03 · openalex created_date 2019/01/11 · openalex updated_date 2026/07/28

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.

Related

• The criterion for uniqueness of quasi-stationary distributions of Markov processes and their domain of attraction problem
• Quasi-stationary distributions for time-changed symmetric α-stable processes killed upon hitting zero
• Existence and uniqueness of a quasi-stationary distribution for Markov processes with fast return from infinity
• Quasi-stationary distributions in reducible state spaces
• Representation and Characterization of Quasistationary Distributions for Markov Chains