Existence and Uniqueness of Quasi-Stationary Distributions for Symmetric Markov Processes with Tightness Property

Abstract

Let $X$ be an irreducible symmetric Markov process with the strong Feller property. We assume, in addition, that $X$ is explosive and has a tightness property. We then prove the existence and uniqueness of quasi-stationary distributions of $X$.

References in corpus (1)

• Absolute continuity of symmetric Markov processes