English

Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing

Probability 2017-02-12 v2

Abstract

This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on [0,)[0,\infty). We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with respect to the initial distribution. Our approach is based on probabilistic and coupling methods, contrary to the classical approach based on spectral theory results. Our general criteria apply in the case where \infty is entrance and 0 either regular or exit, and are proved to be satisfied under several explicit assumptions expressed only in terms of the speed and killing measures. We also obtain exponential ergodicity results on the QQ-process. We provide several examples and extensions, including diffusions with singular speed and killing measures, general models of population dynamics, drifted Brownian motions and some one-dimensional processes with jumps.

Keywords

Cite

@article{arxiv.1510.05794,
  title  = {Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing},
  author = {Nicolas Champagnat and Denis Villemonais},
  journal= {arXiv preprint arXiv:1510.05794},
  year   = {2017}
}

Comments

arXiv admin note: text overlap with arXiv:1506.02385