scholarly journals Uniform convergence of conditional distributions for absorbed one-dimensional diffusions

2018 ◽  
Vol 50 (01) ◽  
pp. 178-203 ◽  
Author(s):  
Nicolas Champagnat ◽  
Denis Villemonais

Abstract In this paper we study the quasi-stationary behavior of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with respect to the initial distribution. An important tool is provided by one-dimensional strict local martingale diffusions coming down from infinity. We prove, under mild assumptions, that their expectation at any positive time is uniformly bounded with respect to the initial position. We provide several examples and extensions, including the sticky Brownian motion and some one-dimensional processes with jumps.

2002 ◽  
Vol 12 (04) ◽  
pp. 709-737 ◽  
Author(s):  
A. BARBÉ ◽  
F. VON HAESELER

We generalize the concept of one-dimensional decimation invariant sequences, i.e. sequences which are invariant under a specific rescaling, to dimension N. After discussing the elementary properties of decimation-invariant sequences, we focus our interest on their periodicity. Necessary and sufficient conditions for the existence of periodic decimation invariant sequences are presented.


2017 ◽  
Vol 54 (3) ◽  
pp. 963-969 ◽  
Author(s):  
Vadim Arkin ◽  
Alexander Slastnikov

Abstract We study a problem when the optimal stopping for a one-dimensional diffusion process is generated by a threshold strategy. Namely, we give necessary and sufficient conditions (on the diffusion process and the payoff function) under which a stopping set has a threshold structure.


1977 ◽  
Vol 99 (2) ◽  
pp. 85-90 ◽  
Author(s):  
L. S. Bonderson

The system properties of passivity, losslessness, and reciprocity are defined and their necessary and sufficient conditions are derived for a class of linear one-dimensional multipower distributed systems. The utilization of power product pairs as state variables and the representation of the dynamics in first-order form allows results completely analogous to those for lumped-element systems.


1993 ◽  
Vol 113 (1) ◽  
pp. 205-224 ◽  
Author(s):  
Eduardo Martínez ◽  
José F. Cariñena ◽  
Willy Sarlet

AbstractWe establish necessary and sufficient conditions for the separability of a system of second-order differential equations into independent one-dimensional second-order equations. The characterization of this property is given in terms of geometrical objects which are directly related to the system and relatively easy to compute. The proof of the main theorem is constructive and thus yields a practical procedure for constructing coordinates in which the system decouples.


2015 ◽  
Vol 63 (4) ◽  
pp. 837-842 ◽  
Author(s):  
T. Kaczorek

AbstractThe positivity of time-varying continuous-time linear systems and electrical circuits are addressed. Necessary and sufficient conditions for the positivity of the systems and electrical circuits are established. It is shown that there exists a large class of positive electrical circuits with time-varying parameters. Examples of positive electrical circuits are presented.


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