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Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions

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  • Kosuke Yamato

    (Kyoto University)

Abstract

We consider quasi-stationary distributions for one-dimensional diffusions via the renewal dynamical approach. We show that convergence of the iterative renewal transform to quasi-stationary distributions is equivalent to a condition on the moment growth rate of the lifetime, which is at the same time a necessary condition for the existence of Yaglom limits.

Suggested Citation

  • Kosuke Yamato, 2024. "Renewal Dynamical Approach for Non-Minimal Quasi-Stationary Distributions of One-Dimensional Diffusions," Journal of Theoretical Probability, Springer, vol. 37(1), pages 533-548, March.
    • Handle: RePEc:spr:jotpro:v:37:y:2024:i:1:d:10.1007_s10959-023-01239-8
    DOI: 10.1007/s10959-023-01239-8
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