activity
20142022
most citedOn the quasi-ergodic distribution of absorbing Markov processes

13 citations · 34 across the 5 of their papers we have counts for

collaborators

5 papers

math.PR2022

Uniform convergence of conditional distributions for one-dimensional diffusion processes

Guoman He, Hanjun Zhang

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at . By using t…

math.PR2016★ 13 cited

On the quasi-ergodic distribution of absorbing Markov processes

Guoman He, Hanjun Zhang, Yixia Zhu

In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove th…

math.PR2014★ 4 cited

Domain of attraction of quasi-stationary distribution for one-dimensional diffusions

Hanjun Zhang, Guoman He

We study quasi-stationarity for one-dimensional diffusions killed at 0, when 0 is a regular boundary and is an entrance boundary. We give a necessary and sufficient condi…

math.PR2014★ 7 cited

On quasi-ergodic distribution for one-dimensional diffusions

Guoman He, Hanjun Zhang

In this paper, we study quasi-ergodicity for one-dimensional diffusion killed at 0, when 0 is an exit boundary and is an entrance boundary. Using the spectral theory…

math.PR2014★ 10 cited

Existence and construction of quasi-stationary distributions for one-dimensional diffusions

Hanjun Zhang, Guoman He

In this paper, we study quasi-stationary distributions (QSDs) for one-dimensional diffusions killed at 0, when 0 is a regular boundary and is a natural boundary. More pre…