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Domain of attraction of quasi-stationary distribution for absorbing Markov processes

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  • Zhang, Hanjun
  • Mo, Yongxiang

Abstract

In this paper, for the general λ0-positive absorbing Markov processes, we obtain a concise result on the domain of attraction of the quasi-stationary distribution. Our conclusion includes some existing results. Finally, we apply our result to multi-dimensional Ornstein–Uhlenbeck process and give a subset of the domain of attraction of its minimal quasi-stationary distribution.

Suggested Citation

  • Zhang, Hanjun & Mo, Yongxiang, 2023. "Domain of attraction of quasi-stationary distribution for absorbing Markov processes," Statistics & Probability Letters, Elsevier, vol. 192(C).
    • Handle: RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200205x
    DOI: 10.1016/j.spl.2022.109692
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    References listed on IDEAS

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    1. He, Guoman & Zhang, Hanjun & Zhu, Yixia, 2019. "On the quasi-ergodic distribution of absorbing Markov processes," Statistics & Probability Letters, Elsevier, vol. 149(C), pages 116-123.
    2. Cohn, H. & Hering, H., 1983. "Inhomogeneous Markov branching processes: Supercritical case," Stochastic Processes and their Applications, Elsevier, vol. 14(1), pages 79-91, January.
    3. Breyer, L. A. & Roberts, G. O., 1999. "A quasi-ergodic theorem for evanescent processes," Stochastic Processes and their Applications, Elsevier, vol. 84(2), pages 177-186, December.
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