English

Perturbation theory for killed Markov processes and quasi-stationary distributions

Probability 2026-01-14 v2 Methodology

Abstract

Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded self-adjoint perturbation operator, and after that, study a particular unbounded perturbation corresponding to truncation of the killing rate. In both scenarios, we quantify the difference between eigenfunctions of the smallest eigenvalue of the perturbed and unperturbed generators in a Hilbert space norm. As a consequence, L1 norm estimates of the difference of the resulting quasi-stationary distributions in terms of the perturbation are provided.

Keywords

Cite

@article{arxiv.2109.13819,
  title  = {Perturbation theory for killed Markov processes and quasi-stationary distributions},
  author = {Daniel Rudolf and Andi Q. Wang},
  journal= {arXiv preprint arXiv:2109.13819},
  year   = {2026}
}

Comments

32 pages, 1 figure