{ "id": "1409.8103", "version": "v1", "published": "2014-09-29T12:48:44.000Z", "updated": "2014-09-29T12:48:44.000Z", "title": "Domain of attraction of the quasi-stationary distribution for one-dimensional diffusions", "authors": [ "Hanjun Zhang", "Guoman He" ], "comment": "9 pages", "categories": [ "math.PR" ], "abstract": "In this paper, we study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\\infty$ is an entrance boundary. We give a necessary and sufficient condition for the existence of exactly one quasi-stationary distribution, and that this distribution attracts all initial distributions. In particular, a novelty here is that we show that if the killed semigroup is intrinsically ultracontractive, then it is not only a sufficient condition ensuring the uniqueness of the quasi-stationary distribution, but also a necessary condition.", "revisions": [ { "version": "v1", "updated": "2014-09-29T12:48:44.000Z" } ], "analyses": { "subjects": [ "60J60", "60J70", "47D07", "37A30" ], "keywords": [ "quasi-stationary distribution", "one-dimensional diffusions", "sufficient condition", "attraction", "study quasi-stationarity" ], "note": { "typesetting": "TeX", "pages": 9, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1409.8103Z" } } }