Yaglom limit for unimodal Lévy processes-Reference-Cited by-同舟云学术

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Yaglom limit for unimodal Lévy processes

Published:2023-08-01 Issue:3 Volume:59 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Armstrong Gavin¹,Bogdan Krzysztof²,Grzywny Tomasz²,Leżaj Łukasz²,Wang Longmin³

Affiliation:

1. Mathematics Department, Central Washington University, 400E University Way, Ellensburg, WA 98926, USA

2. Department of Mathematics, Wrocław University of Science and Technology, wyb. Wyspiańskiego 27, 50-370 Wrocław, Poland

3. School of Statistics and Data Science, Nankai University, Tianjin 300071, P.R. China

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference61 articles.

1. A. Asselah, P. A. Ferrari, P. Groisman and M. Jonckheere. Fleming–Viot selects the minimal quasi-stationary distribution: The Galton–Watson case. Ann. Inst. Henri Poincaré Probab. Stat. 52 (2016) 647–668.

2. R. Bañuelos and K. Bogdan. Symmetric stable processes in cones. Potential Anal. 21 (2004) 263–288.

3. N. G. Bean, L. Bright, G. Latouche, C. E. M. Pearce, P. K. Pollett and P. G. Taylor. The quasi-stationary behavior of quasi-birth-and-death processes. Ann. Appl. Probab. 7 (1997) 134–155.

4. N. G. Bean, M. M. O’Reilly and Z. Palmowski. Yaglom limit for stochastic fluid models. Adv. Appl. Probab. 53 (2021) 1–35.

5. N. G. Bean, P. K. Pollett and P. G. Taylor. The quasistationary distributions of level-independent quasi-birth-and-death processes. Commun. Stat., Stoch. Models 14 (1998) 389–406. Special issue in honor of Marcel F. Neuts.

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1. Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit;Stochastic Processes and their Applications;2024-08

2. Self-similar solution for fractional Laplacian in cones;Electronic Journal of Probability;2024-01-01

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