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A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
Published online by Cambridge University Press: 08 August 2022
Abstract
We study convergence to non-minimal quasi-stationary distributions for one-dimensional diffusions. We give a method for reducing the convergence to the tail behavior of the lifetime via a property we call the first hitting uniqueness. We apply the results to Kummer diffusions with negative drift and give a class of initial distributions converging to each non-minimal quasi-stationary distribution.
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- © The Author(s), 2022. Published by Cambridge University Press on behalf of Applied Probability Trust
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