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arXiv · 2306.07546

Quasi-stationary distributions for time-changed symmetric $\alpha$-stable processes killed upon hitting zero

Zhe-Kang Fang·Yong-Hua Mao·Tao Wang
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Abstract

For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the QSD from any initial distribution is proved under conditions on transition densities.

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Zhe-Kang Fang, Yong-Hua Mao, Tao Wang. 2023-06-13. Quasi-stationary distributions for time-changed symmetric $\alpha$-stable processes killed upon hitting zero. https://arxiv.org/abs/2306.07546

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