摘要
In this paper,we study the quasi-stationarity and quasi-ergodicity of general Markov processes.We show,among other things,that if X is a standard Markov process admitting a dual with respect to a finite measure m and if X admits a strictly positive continuous transition density p(t,x,y)(with respect to m)which is bounded in(x,y)for every t>0,then X has a unique quasi-stationary distribution and a unique quasi-ergodic distribution.We also present several classes of Markov processes satisfying the above conditions.
In this paper, we study the quasi-stationarity and quasi-ergodicity of general Markov processes. We show, among other things, that if X is a standard Markov process admitting a dual with respect to a finite measure m and if X admits a strictly positive continuous transition density p（t, x, y） （with respect tom） which is bounded in （x, y） for every t 〉0, then X has a unique quasi-stationary distribution and a unique quasi-ergodic distribution. We also present several classes of Markov processes satisfying the above conditions.
基金
supported by National Natural Science Foundation of China(GrantNo.11171010)
Beijing Natural Science Foundation(Grant No.1112001)
