{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q713086","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q713086","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q713086","kernelVersion":"v1","immutable":true,"modified":"2026-01-18T21:42:25Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q713086","name":"Asymptotic behavior of the transition density of an ergodic linear diffusion","headline":"Asymptotic behavior of the transition density of an ergodic linear diffusion","description":"scientific article; zbMATH DE number 6098974","url":"https://portal.mardi4nfdi.de/entity/Q713086","datePublished":"2012-10-26","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q249037"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q174692"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.2977/PRIMS/81","url":"https://doi.org/10.2977/PRIMS/81"},"sameAs":["https://doi.org/10.2977/PRIMS/81"],"comment":"The author considers a regular conservative diffusion \\(X=(X_t)_{t\\geq 0}\\) on an interval \\(I\\subset\\mathbb{R}\\), with a local generator of the form  \\[ {\\mathcal L}=\\displaystyle\\frac{d}{dm(x)}\\displaystyle\\frac{d}{ds(x)},\\quad x\\in I, \\]  where \\(s(x)\\) is an increasing and continuous function, and \\(dm\\) is a nonnegative Radon measure on \\(I\\). If \\(p(t,x,y)\\) is the transition density with respect to \\(dm(x)\\), then, following [\\textit{A. N. Borodin} and \\textit{P. Salminen}, Handbook of Brownian motion: facts and formulae. 2nd ed. Basel: Birkhäuser (2002; Zbl 1012.60003)], for every \\((x,y)\\in I\\times I\\),  \\[ \\displaystyle\\lim_{t\\to\\infty}p(t,x,y)=\\displaystyle\\frac{1}{\\hat m}, \\tag{\\(*\\)} \\]  where  \\[ \\hat m=\\displaystyle\\int_Idm(x)\\leq\\infty. \\]  The author evaluates the rate of convergence in the relation \\((*)\\) for \\(\\hat m<\\infty\\). A similar problem for the bilateral case (\\(I=(-\\infty,\\infty)\\)) is also investigated.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q4726487"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3150773"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5476728"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4772511"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4118621"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1958476"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1002133"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3959913"}]},"provenance":{"prov:generatedAtTime":"2026-01-18T21:42:25Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}