论文标题
布朗运动漂移的准限制行为
Quasi-Limiting Behavior of Drifted Brownian Motion
论文作者
论文摘要
Markov过程的准平台分布(QSD)几乎肯定是吸收状态,这是该过程的时间不变的初始分布,条件是没有被任何给定时间吸收。该过程的初始分布是在某些QSD $ν$吸引的领域中,如果该过程的分布时间为$ t $,条件不应被时间$ t $收敛到$ν$。在这项工作研究中,主要是布朗尼运动,在半线$ [0,\ infty)$ $ 0 $ 0 $上不断漂移。 Martinez等人的先前工作。标识所有QSD,并为其吸引力领域提供了几乎完整的表征。具体而言,结果表明,如果分布分布明确定义的指数尾巴(包括比任何指数尾巴的较轻的情况),则它位于指数确定的QSD的范围内。在这项工作中,我们 1。获取一种新的现有结果方法,解释了QSD与其吸引力领域中的初始分布之间的直接关系。 2。研究尾巴比指数重的一系列初始分布的行为,并在适当的缩放下获得无琐事的限制。
A Quasi-Stationary Distribution (QSD)for a Markov process with an almost surely hit absorbing state is a time-invariant initial distribution for the process conditioned on not being absorbed by any given time. An initial distribution for the process is in the domain of attraction of some QSD $ν$ if the distribution of the process a time $t$, conditioned not to be absorbed by time $t$ converges to $ν$. In this work study mostly Brownian motion with constant drift on the half line $[0,\infty)$ absorbed at $0$. Previous work by Martinez et al. identifies all QSDs and provides a nearly complete characterization for their domain of attraction. Specifically, it was shown that if the distribution a well-defined exponential tail (including the case of lighter than any exponential tail), then it is in the domain of attraction of a QSD determined by the exponent. In this work we 1. Obtain a new approach to existing results, explaining the direct relation between a QSD and an initial distribution in its domain of attraction. 2. Study the behavior under a wide class of initial distributions whose tail is heavier than exponential, and obtain no-trivial limits under appropriate scaling.