半直线上谱正Lévy过程的拟平稳分布的存在性

IF 0.6 4区 数学 Q4 STATISTICS & PROBABILITY
Kosuke Yamato
{"title":"半直线上谱正Lévy过程的拟平稳分布的存在性","authors":"Kosuke Yamato","doi":"10.30757/alea.v20-23","DOIUrl":null,"url":null,"abstract":"For spectrally positive L\\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the scale functions. It is proven that if there is a quasi-stationary distribution, there are necessarily infinitely many ones and the set of quasi-stationary distributions is characterized. A sufficient condition for the minimal quasi-stationary distribution to be the Yaglom limit is given.","PeriodicalId":49244,"journal":{"name":"Alea-Latin American Journal of Probability and Mathematical Statistics","volume":" ","pages":""},"PeriodicalIF":0.6000,"publicationDate":"2022-08-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":"{\"title\":\"Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line\",\"authors\":\"Kosuke Yamato\",\"doi\":\"10.30757/alea.v20-23\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"For spectrally positive L\\\\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the scale functions. It is proven that if there is a quasi-stationary distribution, there are necessarily infinitely many ones and the set of quasi-stationary distributions is characterized. A sufficient condition for the minimal quasi-stationary distribution to be the Yaglom limit is given.\",\"PeriodicalId\":49244,\"journal\":{\"name\":\"Alea-Latin American Journal of Probability and Mathematical Statistics\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.6000,\"publicationDate\":\"2022-08-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"4\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Alea-Latin American Journal of Probability and Mathematical Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.30757/alea.v20-23\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Alea-Latin American Journal of Probability and Mathematical Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.30757/alea.v20-23","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 4

摘要

对于在退出半直线时终止的谱正L’evy过程,准平稳分布的存在性以退出时间的指数可积性、拉普拉斯指数和标度函数的非负性为特征。证明了如果存在拟平稳分布,则必然存在无穷多个拟平稳分布。给出了最小拟平稳分布为Yaglom极限的一个充分条件。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line
For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the scale functions. It is proven that if there is a quasi-stationary distribution, there are necessarily infinitely many ones and the set of quasi-stationary distributions is characterized. A sufficient condition for the minimal quasi-stationary distribution to be the Yaglom limit is given.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
CiteScore
1.10
自引率
0.00%
发文量
48
期刊介绍: ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信