Exponential convergence to quasi-stationary distribution and Q-process
Probability
2014-12-25 v2
Abstract
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the -process (the process conditioned to never be absorbed). We apply these results to one-dimensional birth and death processes with catastrophes, multi-dimensional birth and death processes, infinite-dimensional population models with Brownian mutations and neutron transport dynamics absorbed at the boundary of a bounded domain.
Keywords
Cite
@article{arxiv.1404.1349,
title = {Exponential convergence to quasi-stationary distribution and Q-process},
author = {Nicolas Champagnat and Denis Villemonais},
journal= {arXiv preprint arXiv:1404.1349},
year = {2014}
}
Comments
46 pages