کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7549187 1489869 2016 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On quasi-ergodic distribution for one-dimensional diffusions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On quasi-ergodic distribution for one-dimensional diffusions
چکیده انگلیسی
In this paper, we study quasi-ergodicity for one-dimensional diffusion X killed at 0, when 0 is an exit boundary and +∞ is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontractive, then there exists a unique quasi-ergodic distribution for X. An example is given to illustrate the result. Moreover, the ultracontractivity of the killed semigroup is also studied.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 110, March 2016, Pages 175-180
نویسندگان
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