Strong stationary times for one-dimensional diffusions

DOI10.1214/16-AIHP745zbMath1367.60101arXiv1311.6442OpenAlexW2516942382MaRDI QIDQ2357277

Laurent Miclo

Publication date: 13 June 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.6442

zbMATH Keywords

Bessel processOrnstein-Uhlenbeck processspectral decompositionergodic diffusionsquasi-stationary measurestrong stationary timesexplosion timedual process

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Spectrum, resolvent (47A10) Diffusion processes (60J60) Ergodic theorems, spectral theory, Markov operators (37A30) Transition functions, generators and resolvents (60J35)

Related Items (6)

SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES ⋮ On the construction of measure-valued dual processes ⋮ Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds ⋮ Strong stationary duality for diffusion processes ⋮ Existence condition of strong stationary times for continuous time Markov chains on discrete graphs ⋮ On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes

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