Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property

DOI10.1007/s10959-019-00878-0zbMath1450.60039arXiv1901.00645OpenAlexW2963104191MaRDI QIDQ2330420

Masayoshi Takeda

Publication date: 22 October 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.00645

zbMATH Keywords

tightnessDirichlet formquasi-stationary distributionYaglom limitsymmetric Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Dirichlet forms (31C25) Convergence of probability measures (60B10)

Related Items (8)

Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity ⋮ A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions ⋮ General criteria for the study of quasi-stationarity ⋮ Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions ⋮ Unnamed Item ⋮ Feynman-Kac penalizations of rotationally symmetric \(\alpha\)-stable processes ⋮ Compactness of symmetric Markov semigroups and boundedness of eigenfunctions ⋮ Some conditional limiting theorems for symmetric Markov processes with tightness property

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