Open Access
2019 Some conditional limiting theorems for symmetric Markov processes with tightness property
Guoman He, Ge Yang, Yixia Zhu
Electron. Commun. Probab. 24: 1-11 (2019). DOI: 10.1214/19-ECP265

Abstract

Let $X$ be an $\mu $-symmetric irreducible Markov process on $I$ with strong Feller property. In addition, we assume that $X$ possesses a tightness property. In this paper, we prove some conditional limiting theorems for the process $X$. The emphasis is on conditional ergodic theorem. These results are also discussed in the framework of one-dimensional diffusions.

Citation

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Guoman He. Ge Yang. Yixia Zhu. "Some conditional limiting theorems for symmetric Markov processes with tightness property." Electron. Commun. Probab. 24 1 - 11, 2019. https://doi.org/10.1214/19-ECP265

Information

Received: 3 January 2019; Accepted: 16 September 2019; Published: 2019
First available in Project Euclid: 1 October 2019

zbMATH: 1423.60117
MathSciNet: MR4017134
Digital Object Identifier: 10.1214/19-ECP265

Subjects:
Primary: 60J25
Secondary: 37A30 , 60J60

Keywords: conditional ergodic theorem , intrinsic ultracontractivity , one-dimensional diffusions , quasi-stationary distribution , symmetric Markov process

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