English

Quasi-ergodic theorems for Feynman-Kac semigroups and large deviation for additive functionals

Probability 2026-01-07 v2

Abstract

We study the long-time behavior of an additive functional that takes into account the jumps of a symmetric Markov process. This process is assumed to be observed through a biased observation scheme that includes the survival to events of extinction and the Feynman-Kac weight by another similar additive functional. Under conditioning for the convergence to a quasi-stationary distribution and for two-sided estimates of the Feynmac-Kac semigroup to be obtained, we shall discuss general assumptions on the symmetric Markov process. For the law of additive functionals, we will prove a quasi-ergodic theorem, namely a conditional version of the ergodic theorem and a conditional functional weak law of large numbers. As an application, we also establish a large deviation principle for the mean ratio of additive functionals.

Keywords

Cite

@article{arxiv.2401.17997,
  title  = {Quasi-ergodic theorems for Feynman-Kac semigroups and large deviation for additive functionals},
  author = {Daehong Kim and Takara Tagawa and Aurélien Velleret},
  journal= {arXiv preprint arXiv:2401.17997},
  year   = {2026}
}

Comments

26 pages (main text) + 7 pages (appendix+bibliography), no figure

R2 v1 2026-06-28T14:33:22.220Z