In this paper we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to − ∞ at the origin, and the diffusion to have an entrance boundary at +∞. These diffu-sions arise as images, by a deterministic map, of generalized Feller diffusions, which themselves are obtained as limits of rescaled birth–death processes. Generalized Feller diffusions take nonnegative values and are absorbed at zero in finite time with probability 1. An important example is the logistic Feller diffusion. We give sufficient conditions on the drift near 0 and near + ∞ for the ex-istence of quasi-stationary distributions, as well as rate of convergence in the Yaglom limit and existence of the Q-proce...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
This survey concerns the study of quasi-stationary distributions with a specific focus on models der...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
65 pagesInternational audienceThis survey concerns the study of quasi-stationary distributions with ...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
This survey concerns the study of quasi-stationary distributions with a specific focus on models der...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
65 pagesInternational audienceThis survey concerns the study of quasi-stationary distributions with ...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...