On the quasi-stationary distributions for Markov processes

Date
2021/12/09 Thu 13:30 - 16:00
Speaker
Kosuke Yamato
Affiliation
Kyoto university
Abstract

In this talk, I will review the previous studies on quasi-stationary distributions for Markov processes. I will summarize the class of stochastic processes and typical methods that have been studied so far. In particular, I will focus on birth-and-death processes and one-dimensional diffusions, which have been studied extensively due to their simplicity. If time permits, I will overview my study on the domain of attraction of non-minimal quasi-stationary distributions of one-dimensional diffusions.

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