Open AccessAsymptotic Behavior of the Transition Density of an Ergodic Linear Diffusion
Author(s) -
Yuji Kasahara
Publication year - 2012
Publication title -
publications of the research institute for mathematical sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.786
H-Index - 39
eISSN - 1663-4926
pISSN - 0034-5318
DOI - 10.2977/prims/81
Subject(s) - mathematics , ergodic theory , diffusion , statistical physics , transition (genetics) , mathematical analysis , pure mathematics , thermodynamics , chemistry , physics , biochemistry , gene
Positive recurrent diffusions on the line are treated. We study the asymptotic behavior of the transition density in the long term. The problem is equivalent to the study of Krein’s correspondence for bounded strings. 2010 Mathematics Subject Classification: Primary 60J35; Secondary 60J60, 34B24.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom