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 $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These diffusions 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 $+ \infty$ for the existence of quasi-stationary distributions, as well as rate of convergence in the Yaglom limit and...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
39 pagesWe study the probabilistic evolution of a birth and death continuous time measure-valued pro...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
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...
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...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
65 pagesInternational audienceThis survey concerns the study of quasi-stationary distributions with ...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
39 pagesWe study the probabilistic evolution of a birth and death continuous time measure-valued pro...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
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...
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...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
65 pagesInternational audienceThis survey concerns the study of quasi-stationary distributions with ...
This paper contains a survey of results related to quasi-stationary distributions, which arise in th...
This paper is concerned with the circumstances under which a discrete-time absorbing Markov chain ha...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
39 pagesWe study the probabilistic evolution of a birth and death continuous time measure-valued pro...