On quasi-ergodic distribution for one-dimensional diffusions

被引：5
|
作者：
He, Guoman [1 ]
Zhang, Hanjun [1 ]
机构：
[1] Xiangtan Univ, Sch Math & Computat Sci, Xiangtan 411105, Hunan, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2016年 / 110卷
基金：
中国国家自然科学基金;
关键词：
One-dimensional diffusions; Quasi-ergodicity; Intrinsic ultracontractivity; Mean-ratio quasi-stationary distribution; STATIONARY DISTRIBUTIONS; ULTRACONTRACTIVITY;
D O I：
10.1016/j.spl.2015.12.026
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we study quasi-ergodicity for one-dimensional diffusion X killed at 0, when 0 is an exit boundary and +infinity 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. (C) 2015 Elsevier B.V. All rights reserved.
引用
收藏
页码：175 / 180
页数：6
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