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arXiv · 1409.8103

Domain of attraction of quasi-stationary distribution for one-dimensional diffusions

Hanjun Zhang·Guoman He
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Abstract

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 we also show that this distribution attracts all initial distributions.

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Hanjun Zhang, Guoman He. 2014-09-29. Domain of attraction of quasi-stationary distribution for one-dimensional diffusions. https://doi.org/10.1007/s11464-016-0515-1

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