Domain of attraction of quasi-stationary distributions for the brownian motion with drift-Reference-Cited by-同舟云学术

Domain of attraction of quasi-stationary distributions for the brownian motion with drift

Published:1998-06 Issue:2 Volume:30 Page:385-408
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Martinez Servet,Picco Pierre,San Martin Jaime

Abstract

We consider Brownian motion with a negative drift conditioned to stay positive. We give a sufficient condition for an initial measure to be in the domain of attraction of a quasi-stationary distribution. We construct a counter-example that strongly suggests that this condition is optimal.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference16 articles.

1. GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS

2. The Exponential Decay of Markov Transition Probabilities

3. Ratio Limits and Limiting Conditional Distributions for Discrete-Time Birth-Death Processes

4. Existence of non-trivial quasi-stationary distributions in the birth-death chain

5. Geomatric ergodicity and quasi-stationarity in discrete-time birth-death processes

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