Uniform convergence to the Q-process

被引:24
作者
Champagnat, Nicolas [1 ,2 ,3 ]
Villemonais, Denis [1 ,2 ,3 ]
机构
[1] Univ Lorraine, IECL, UMR 7502, Campus Sci,BP 70239, F-54506 Vandoeuvre Les Nancy, France
[2] CNRS, UMR 7502, IECL, F-54506 Vandoeuvre Les Nancy, France
[3] Inria, TOSCA Team, F-54600 Villers Les Nancy, France
关键词
quasi-stationary distribution; Q-process; uniform exponential mixing property; conditional ergodic theorem; QUASI-STATIONARY DISTRIBUTIONS;
D O I
10.1214/17-ECP63
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
The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a conditioned process converges uniformly to a conservative Markov process which is itself ergodic, then it admits a unique quasi-stationary distribution and converges toward it exponentially fast, uniformly in its initial distribution. As an application, we provide a conditional ergodic theorem.
引用
收藏
页数:7
相关论文
共 9 条
[1]   QUASI-STATIONARY DISTRIBUTIONS AND DIFFUSION MODELS IN POPULATION DYNAMICS [J].
Cattiaux, Patrick ;
Collet, Pierre ;
Lambert, Amaury ;
Martinez, Servet ;
Meleard, Sylvie ;
San Martin, Jaime .
ANNALS OF PROBABILITY, 2009, 37 (05) :1926-1969
[2]  
Champagnat N., 2017, ARXIV170401928
[3]  
Champagnat N, 2016, PROBAB THEORY REL, V164, P243, DOI 10.1007/s00440-014-0611-7
[4]  
Collet Pierre, 2013, QUASI STATIONARY DIS
[5]   QUASI-STATIONARY DISTRIBUTIONS FOR ABSORBING CONTINUOUS-TIME DENUMERABLE MARKOV CHAINS [J].
FLASPOHLER, DC .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (02) :351-356
[6]  
He G., 2016, ARXIV161101002
[7]   Quasi-stationary distributions and population processes [J].
Meleard, Sylvie ;
Villemonais, Denis .
PROBABILITY SURVEYS, 2012, 9 :340-410
[8]   Quasi-stationary distributions for discrete-state models [J].
van Doorn, Erik A. ;
Pollett, Philip K. .
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2013, 230 (01) :1-14
[9]  
[No title captured]