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

Hanjun Zhang and Yongxiang Mo

Statistics & Probability Letters, 2023, vol. 192, issue C

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.

Keywords: Quasi-stationary distribution; λ0-positive; Markov processes (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109692

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