Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift
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Publication:2183138
DOI10.1214/20-ECP315zbMath1434.60012arXiv1911.03693MaRDI QIDQ2183138
Publication date: 26 May 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.03693
rate of convergenceBrownian motion with driftquasi-stationary distributionYaglom limit\(1\)-Wasserstein distanceBessel-\(3\) process
Brownian motion (60J65) Ergodicity, mixing, rates of mixing (37A25) Convergence of probability measures (60B10)
Related Items (4)
Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Quasi-Limiting Behavior of Drifted Brownian Motion ⋮ Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria
Cites Work
- Quasi-stationary distributions and population processes
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- More on the long time stability of Feynman-Kac semigroups
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- Domain of attraction of quasi-stationary distributions for the brownian motion with drift
- Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
- A note on speed of convergence to the quasi-stationary distribution
- Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
- On quantitative convergence to quasi-stationarity
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