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pro vyhledávání: '"He, Guoman"'
Autor:
He, Guoman, Zhang, Hanjun
In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional distribution of
Externí odkaz:
http://arxiv.org/abs/2208.08911
Publikováno v:
Statistics and Probability Letters, 2019, 149, pp. 116-123
In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death process on th
Externí odkaz:
http://arxiv.org/abs/1611.01002
Autor:
Zhang, Hanjun, He, Guoman
Publikováno v:
Frontiers of Mathematics in China, 2016, 11(2), pp. 411-421
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, a
Externí odkaz:
http://arxiv.org/abs/1409.8103
Autor:
Zhang, Hanjun, He, Guoman
Publikováno v:
Journal of Mathematical Analysis and Applications, 2016, 434, pp. 171-181
In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and $+\infty$ is a natural boundary. More precisely, we not only give a necessary and sufficient condition for the
Externí odkaz:
http://arxiv.org/abs/1409.8067
Autor:
He, Guoman, Zhang, Hanjun
Publikováno v:
Statistics and Probability Letters, 2016, 110, pp. 175-180
In this paper, we study quasi-ergodicity for one-dimensional diffusion $X$ killed at 0, when 0 is an exit boundary and $+\infty$ is an entrance boundary. Using the spectral theory tool, we show that if the killed semigroup is intrinsically ultracontr
Externí odkaz:
http://arxiv.org/abs/1409.8094
Publikováno v:
In Journal of Mathematical Analysis and Applications 15 July 2019 475(2):1293-1303
Autor:
Zhang, Hanjun, He, Guoman ⁎
Publikováno v:
In Journal of Mathematical Analysis and Applications 1 February 2016 434(1):171-181
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Publikováno v:
In Statistics and Probability Letters December 2021 179