An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
DOI10.1017/apr.2022.41zbMath1512.60049arXiv2010.05483WikidataQ123230629 ScholiaQ123230629MaRDI QIDQ6159402
Publication date: 5 May 2023
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.05483
law of large numbersergodic theoremmoving boundariesquasi-stationaritytime-inhomogeneous Markov processesquasi-ergodic distribution
Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) (L^p)-limit theorems (60F25)
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