A deviation inequality and quasi-ergodicity for absorbing Markov processes

Chen, JW; Jian, SQ

Chen, JW (reprint author), Tsinghua Univ, Dept Math, Beijing, Peoples R China.

ANNALI DI MATEMATICA PURA ED APPLICATA, 2018; 197 (2): 641

Abstract

In this note, we study quasi-ergodic behavior for killed Markov process. For symmetric stable processes, we derive a conditional deviation inequality ......

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