{ "id": "1409.8094", "version": "v1", "published": "2014-09-29T12:21:51.000Z", "updated": "2014-09-29T12:21:51.000Z", "title": "Existence and uniqueness of mean-ratio quasi-stationary distribution for one-dimensional diffusions", "authors": [ "Hanjun Zhang", "Guoman He" ], "comment": "7 pages", "categories": [ "math.PR" ], "abstract": "In this paper, we study mean-ratio quasi-stationary distribution (MRQSD) for one-dimensional diffusion $X$ killed at 0, when $+\\infty$ is an entrance boundary and 0 is an exit boundary. More precisely, we not only show that the process is $R$-positive, but also prove the existence and uniqueness of MRQSD by using the spectral theory tool. As a consequence, this unique MRQSD is just the stationary distribution of $Q$-process.", "revisions": [ { "version": "v1", "updated": "2014-09-29T12:21:51.000Z" } ], "analyses": { "subjects": [ "60J60", "60J70", "37A30" ], "keywords": [ "one-dimensional diffusion", "uniqueness", "study mean-ratio quasi-stationary distribution", "spectral theory tool", "unique mrqsd" ], "note": { "typesetting": "TeX", "pages": 7, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1409.8094H" } } }