Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions
Probability
2018-01-18 v2
Abstract
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided estimates on the transition kernel of the process and the second one on gradient estimates on its semigroup. We apply these criteria to multi-dimensional diffusion processes in bounded domains of or in compact Riemannian manifolds with boundary, with absorption at the boundary.
Keywords
Cite
@article{arxiv.1603.07909,
title = {Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions},
author = {Nicolas Champagnat and Koléhè Coulibaly-Pasquier and Denis Villemonais},
journal= {arXiv preprint arXiv:1603.07909},
year = {2018}
}