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Renewal dynamical approach for non-minimal quasi-stationary distributions of one-dimensional diffusions

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.

preprint2022arXivOpen access
Kosuke Yamato
math.PR
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Kosuke Yamato

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