Chen, Jinwen; Jian, Siqi - In: Statistics & Probability Letters 87 (2014) C, pp. 184-190
In this note we show that for a killed Markov process determined by a certain selfadjoint operator on a bounded domain, there are two quite different quasi-ergodic behaviors, corresponding to the Yaglom limit and a certain “fractional” Yaglom limit respectively. We also show that the high...