Signed-measure converse conjecture for stationary distributions of diffusions
Signed-measure converse conjecture for stationary distributions of diffusions
Let be a diffusion process on with a unique stationary distribution, and let be its generator. Suppose that a signed measure on satisfies
and .
Stronger converse conjecture. Then is a nonnegative measure and consequently it is a stationary distribution of .
This would strengthen the converse theorem for probability measures satisfying the basic adjoint relationship by showing that the normalization and adjoint relationship already force positivity. The source gives no resolution.
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Primary source
Shuangchi He and J. G. Dai, “Many-server queues with customer abandonment: numerical analysis of their diffusion models”, arXiv:1104.0347 (2011).
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