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Existence and Uniqueness of Quasi-stationary Distributions for Symmetric Markov Processes with Tightness Property

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Abstract

Let X be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that X is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of X.

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  1. Mathematical Institute, Tohoku University, Aoba, Sendai, 980-8578, Japan

    Masayoshi Takeda

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  1. Masayoshi Takeda
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Correspondence to Masayoshi Takeda.

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The author was supported in part by Grant-in-Aid for Scientific Research (No. 26247008(A)) and Grant-in-Aid for Challenging Exploratory Research (No. 25610018), Japan Society for the Promotion of Science.

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Takeda, M. Existence and Uniqueness of Quasi-stationary Distributions for Symmetric Markov Processes with Tightness Property. J Theor Probab 32, 2006–2019 (2019). https://doi.org/10.1007/s10959-019-00878-0

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  • DOI: https://doi.org/10.1007/s10959-019-00878-0

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