半直线上谱正Lévy过程的拟平稳分布的存在性

Pub Date : 2022-08-24 DOI:10.30757/alea.v20-23
Kosuke Yamato
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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。
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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.
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