کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154779 1489892 2014 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A remark on quasi-ergodicity of ultracontractive Markov processes
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
A remark on quasi-ergodicity of ultracontractive Markov processes
چکیده انگلیسی

In this note we show that for a killed Markov process determined by a certain selfadjoint operator on a bounded domain, there are two quite different quasi-ergodic behaviors, corresponding to the Yaglom limit and a certain “fractional” Yaglom limit respectively. We also show that the high (higher than 2) order Dirichlet eigenvalues of the operator can be used to characterize the exponential convergence rate to quasi-stationarity for some marginals of the Markov process conditioned not to exit a bounded domain. These convergence rates depend on the starting points.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 87, April 2014, Pages 184–190
نویسندگان
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