English

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 QQ-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}
}

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46 pages