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 principal eigenfunction is integrable. When the killing at ∞ is larger than the principal eigenvalue, then the eigenfunction is always integrable. When the killing at ∞ is smaller, the eigenfunction is integrable only when the unkilled process is recurren...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
We consider a Markov chain in continuous time with one absorbing state and a finite set S of transie...
International audienceWe establish sufficient conditions for exponential convergence to a unique qua...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
In this paper we provide a complete quasistationary analysis for the class of level-dependent, discr...
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, m...
© 2015 The Author. Let (Xt)t≥0 be a regular one-dimensional diffusion that models a biological popul...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
AbstractLet (Xt)t≥0 be a regular one-dimensional diffusion that models a biological population. If o...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
We consider a Markov chain in continuous time with one absorbing state and a finite set S of transie...
International audienceWe establish sufficient conditions for exponential convergence to a unique qua...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
In this paper we provide a complete quasistationary analysis for the class of level-dependent, discr...
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, m...
© 2015 The Author. Let (Xt)t≥0 be a regular one-dimensional diffusion that models a biological popul...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
AbstractLet (Xt)t≥0 be a regular one-dimensional diffusion that models a biological population. If o...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
We consider a Markov chain in continuous time with one absorbing state and a finite set S of transie...
International audienceWe establish sufficient conditions for exponential convergence to a unique qua...