Existence and Uniqueness of Quasi-stationary Distributions for Symmetric Markov Processes with Tightness Property

Masayoshi Takeda ()
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Masayoshi Takeda: Tohoku University

Journal of Theoretical Probability, 2019, vol. 32, issue 4, 2006-2019

Abstract: Abstract Let X be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that X is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of X.

Keywords: Quasi-stationary distribution; Symmetric Markov process; Dirichlet form; Yaglom limit; Tightness; 60B10; 60J25; 37A30; 31C25 (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10959-019-00878-0

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