Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions

Kosuke Yamato ()
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Kosuke Yamato: Kyoto University

Journal of Theoretical Probability, 2024, vol. 37, issue 1, 533-548

Abstract: Abstract We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the moment growth rate of the lifetime, which is at the same time a necessary condition for the existence of Yaglom limits.

Keywords: Quasi-stationary distribution; Yaglom limit; One-dimensional diffusion process; Renewal transform; 60J70; 60F99 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10959-023-01239-8

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