论文标题

在半线上存在用于光谱正列过程的准平台分布

Existence of quasi-stationary distributions for spectrally positive Lévy processes on the half-line

论文作者

Yamato, Kosuke

论文摘要

对于在退出半线时杀死的频谱正列过程,准平台分布的存在的特征在于退出时间,拉普拉斯指数和量表功能的非决定性的指数积分性。事实证明,如果存在准平台分布,则一定有很多,并且表征了一组准平台分布。给出了最小的准平台分布为Yaglom限制的足够条件。

For spectrally positive Lévy 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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