$L^{\infty}$-convergence to a quasi-stationary distribution
Abstract
For general absorbed Markov processes having a quasi-stationary distribution (QSD) and absorption time , we introduce a Dobrushin-type criterion providing for exponential convergence in as of the density . We establish this for all initial conditions , possibly mutually singular with respect to , under an additional ``anti-Dobrushin'' condition. This relies on inequalities we obtain comparing with the QSD , uniformly over all initial conditions and over the whole space, under the aforementioned conditions. On a PDE level, these probabilistic criteria provide a parabolic boundary Harnack inequality (with an additional caveat) for the corresponding Kolmogorov forward equation. In addition to hypoelliptic settings, these comparison inequalities are thereby obtained in a setting where the corresponding Fokker-Planck equation is first order, with the possibility of discontinuous solutions. As a corollary, we obtain a sufficient condition for a submarkovian transition kernel to have a bounded, positive right eigenfunction, without requiring that any operator is compact. We apply the above to the following examples (with absorption): Markov processes on finite state spaces, degenerate diffusions satisfying parabolic H\"{o}rmander conditions, -dimensional Langevin dynamics, random diffeomorphisms, -dimensional neutron transport dynamics, and certain piecewise-deterministic Markov processes. In the last case, convergence to a QSD was previously unknown for any notion of convergence. Our proof is entirely different to earlier work, relying on consideration of the time-reversal of an absorbed Markov process.
Keywords
Cite
@article{arxiv.2210.13581,
title = {$L^{\infty}$-convergence to a quasi-stationary distribution},
author = {Oliver Tough},
journal= {arXiv preprint arXiv:2210.13581},
year = {2022}
}
Comments
77 pages