Journal article
Quasilimiting behavior for one-dimensional diffusions with killing
- Abstract:
-
This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007) 1285-1234], which found conditions for convergence of a killed one-dimensional diffusion conditioned on survival, to a quasistationary distribution whose density is given by the principal eigenfunction of the generator. Under the assumption that the limit of the killing at infinity differs from the principal eigenvalue we prove that convergence to quasistationarity occurs if and only if the pr...
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Bibliographic Details
- Journal:
- Annals of Probability
- Volume:
- 40
- Issue:
- 1
- Pages:
- 162-212
- Publication date:
- 2010-04-28
- DOI:
- ISSN:
-
0091-1798
Item Description
- Language:
- English
- Keywords:
- Pubs id:
-
pubs:97844
- UUID:
-
uuid:89779c3c-e1c1-4319-9bdc-82801db8721d
- Local pid:
- pubs:97844
- Source identifiers:
-
97844
- Deposit date:
- 2012-12-19
Terms of use
- Copyright date:
- 2010
- Notes:
-
Published in at http://dx.doi.org/10.1214/10-AOP623 the Annals of
Probability (http://www.imstat.org/aop/) by the Institute of Mathematical
Statistics (http://www.imstat.org)
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