General criteria for the study of quasi-stationarity

被引:13
作者
Champagnat, Nicolas [1 ]
Villemonais, Denis [1 ]
机构
[1] Univ Lorraine, CNRS, INRIA, IECL, F-54000 Nancy, France
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2023年 / 28卷
基金
欧洲研究理事会;
关键词
Markov processes with absorption; quasi-stationary distribution; Q-process; mixing property; diffusion processes; birth and death processes; reducible processes; perturbed dynamical systems; Galton-Watson processes; ONE-DIMENSIONAL DIFFUSIONS; SYMMETRIC MARKOV-PROCESSES; EXPONENTIAL CONVERGENCE; CONDITIONAL DISTRIBUTIONS; UNIFORM-CONVERGENCE; LYAPUNOV CRITERIA; LIMIT-THEOREMS; 1ST EIGENVALUE; BIRTH; TIME;
D O I
10.1214/22-EJP880
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in weighted total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of attraction by an integrability condition, prove the existence of a right eigenvector for the semigroup of the process and the existence and exponential ergodicity of the Q-process. These results are applied to one-dimensional and multi-dimensional diffusion processes, to pure jump continuous time processes, to reducible processes with several communication classes, to perturbed dynamical systems and discrete time processes evolving in discrete state spaces.
引用
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页数:84
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