메뉴 건너뛰기




Volumn 30, Issue 2, 1998, Pages 385-408

Domain of attraction of quasi-stationary distributions for the Brownian motion with drift

Author keywords

Brownian motion; Quasi stationary distributions

Indexed keywords


EID: 0000099259     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0001867800047340     Document Type: Article
Times cited : (28)

References (16)
  • 1
    • 0003369433 scopus 로고
    • Fundamentals of statistical exponential families
    • BROWN, L. D. (1986). Fundamentals of statistical exponential families. IMS Lecture Notes 9.
    • (1986) IMS Lecture Notes , vol.9
    • Brown, L.D.1
  • 2
    • 0000851843 scopus 로고
    • Quasi-stationary distributions of birth and death processes
    • CAVENDER, J. A. (1978). Quasi-stationary distributions of birth and death processes. Adv. Appl. Prob. 10, 570-586.
    • (1978) Adv. Appl. Prob. , vol.10 , pp. 570-586
    • Cavender, J.A.1
  • 3
    • 0000103738 scopus 로고
    • Asymptotics laws for one-dimensional diffusions conditioned to nonabsorption
    • COLLET, P., MARTÍNEZ, S. AND SAN MARTÍN, J. (1995). Asymptotics laws for one-dimensional diffusions conditioned to nonabsorption. Ann. Prob. 23, 1300-1314.
    • (1995) Ann. Prob. , vol.23 , pp. 1300-1314
    • Collet, P.1    Martínez, S.2    San Martín, J.3
  • 4
    • 0003063241 scopus 로고
    • On quasi-stationary distributions in absorbing discrete-time finite Markov chains
    • DARROCH, J. N. AND SENETA, E. (1974). On quasi-stationary distributions in absorbing discrete-time finite Markov chains. J. Appl. Prob. 2, 88-100.
    • (1974) J. Appl. Prob. , vol.2 , pp. 88-100
    • Darroch, J.N.1    Seneta, E.2
  • 5
    • 0001240798 scopus 로고
    • Existence of quasi-stationary distributions. A renewal dynamical approach
    • FERRARI, P. A., KESTEN, H., MARTÍNEZ, S. AND PICCO, P. (1995). Existence of quasi-stationary distributions. A renewal dynamical approach. Ann. Prob. 23, 501-521.
    • (1995) Ann. Prob. , vol.23 , pp. 501-521
    • Ferrari, P.A.1    Kesten, H.2    Martínez, S.3    Picco, P.4
  • 6
    • 84927934710 scopus 로고
    • Some properties of quasi-stationary distributions in the birth and death chains: A dynamical approach
    • Kluwer
    • FERRARI, P. A., MARTÍNEZ, S. AND PICCO, P. (1991). Some properties of quasi-stationary distributions in the birth and death chains: a dynamical approach. Instabilities and non-equilibrium structures III. Kluwer, 177-187.
    • (1991) Instabilities and Non-equilibrium Structures III , pp. 177-187
    • Ferrari, P.A.1    Martínez, S.2    Picco, P.3
  • 7
    • 0000519735 scopus 로고
    • Existence of non trivial quasi-stationary distributions in the birth and death chain
    • FERRARI, P. A., MARTÍNEZ, S. AND PICCO, P. (1992). Existence of non trivial quasi-stationary distributions in the birth and death chain. Adv. Appl. Prob. 24, 795-813.
    • (1992) Adv. Appl. Prob. , vol.24 , pp. 795-813
    • Ferrari, P.A.1    Martínez, S.2    Picco, P.3
  • 9
    • 84960569835 scopus 로고
    • The exponential decay of Markov transition probabilities
    • KINGMAN, J. F. C. (1963). The exponential decay of Markov transition probabilities. Proc. London Math. Soc. 13, 337-358.
    • (1963) Proc. London Math. Soc. , vol.13 , pp. 337-358
    • Kingman, J.F.C.1
  • 10
    • 21844504497 scopus 로고
    • Quasi-stationary distributions for a Brownian motion with drift and associated limit laws
    • MARTÍNEZ, S. AND SAN MARTÍN, J. (1994). Quasi-stationary distributions for a Brownian motion with drift and associated limit laws. J. Appl. Prob. 31, 911-920.
    • (1994) J. Appl. Prob. , vol.31 , pp. 911-920
    • Martínez, S.1    San Martín, J.2
  • 11
    • 0003046508 scopus 로고
    • Quasi-stationary behavior in the random walk with continuous time
    • SENETA, E. (1966). Quasi-stationary behavior in the random walk with continuous time. Austral. J. Statist. 8, 92-98.
    • (1966) Austral. J. Statist. , vol.8 , pp. 92-98
    • Seneta, E.1
  • 12
    • 0000564723 scopus 로고
    • On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states
    • SENETA, E. AND VERE-JONES, D. (1966). On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states. J. Appl. Prob. 3, 403-434.
    • (1966) J. Appl. Prob. , vol.3 , pp. 403-434
    • Seneta, E.1    Vere-Jones, D.2
  • 13
    • 0000381122 scopus 로고
    • Quasi-stationary distributions and convergence to quasi-stationarity of birth and death processes
    • VAN DOORN, E. A. (1991). Quasi-stationary distributions and convergence to quasi-stationarity of birth and death processes. Adv. Appl. Prob. 23, 683-700.
    • (1991) Adv. Appl. Prob. , vol.23 , pp. 683-700
    • Van Doorn, E.A.1
  • 14
    • 0000226823 scopus 로고
    • Ratio limits and limiting conditional distributions for discrete-time birth-death processes
    • VAN DOORN, E. A. AND SCHRIJNER, P. (1995). Ratio limits and limiting conditional distributions for discrete-time birth-death processes. J. Math. Analysis Appl. 190, 263-284.
    • (1995) J. Math. Analysis Appl. , vol.190 , pp. 263-284
    • Van Doorn, E.A.1    Schrijner, P.2
  • 15
    • 0012689370 scopus 로고    scopus 로고
    • Geometric ergodicity and quasi-stationarity in discrete-time birth-death processes
    • VAN DOORN, E. A. AND SCHRIJNER, P. (1996). Geometric ergodicity and quasi-stationarity in discrete-time birth-death processes. J. Austral. Math. Soc. B 37, 121-144.
    • (1996) J. Austral. Math. Soc. B , vol.37 , pp. 121-144
    • Van Doorn, E.A.1    Schrijner, P.2
  • 16
    • 84963071637 scopus 로고
    • Geometric ergodicity in denumerable Markov chains
    • VERE-JONES, D. (1962). Geometric ergodicity in denumerable Markov chains. Q. J. Math. Oxford Ser. 2 13, 7-28.
    • (1962) Q. J. Math. Oxford Ser. 2 , vol.13 , pp. 7-28
    • Vere-Jones, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.