A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
Kosuke Yamato

TL;DR
This paper introduces a unified method to analyze convergence to non-minimal quasi-stationary distributions in one-dimensional diffusions, focusing on tail behavior and applying it to Kummer diffusions with negative drifts.
Contribution
It presents a novel approach linking convergence to tail behavior through the first hitting uniqueness property, applicable to a broad class of diffusions.
Findings
Established a method reducing convergence analysis to tail behavior.
Applied the approach to Kummer diffusions with negative drifts.
Identified initial distributions that converge to each non-minimal quasi-stationary distribution.
Abstract
Convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions is studied. We give a method of reducing the convergence to the tail behavior of the lifetime via a property which we call the first hitting uniqueness. We apply the results to Kummer diffusions with negative drifts and give a class of initial distributions converging to each non-minimal quasi-stationary distribution.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Advanced Mathematical Modeling in Engineering
