Related papers: Q-processes and asymptotic properties of Markov pr…
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…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided…
We consider periodic Markov chains with absorption. Applying to iterates of this periodic Markov chain criteria for the exponential convergence of conditional distributions of aperiodic absorbed Markov chains, we obtain exponential…
This paper aims to establish a central limit theorem for Markov processes conditioned not to be absorbed under a very general assumption on quasi-stationarity for the underlying process. To do so, a central limit theorem has been…
The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a…
We establish 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 Q-process, the process…
We study the long time behaviour of a Markov process evolving in $\mathbb{N}$ and conditioned not to hit 0. Assuming that the process comes back quickly from infinity, we prove that the process admits a unique quasi-stationary distribution…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…
Consider the continuous-time Markov Branching Process. In critical case we consider a situation when the generating function of intensity of transformation of particles has the infinite second moment, but its tail regularly varies in sense…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
In this paper, we give a sufficient condition for the existence of a quasi-ergodic distribution for absorbing Markov processes. Using an orthogonal-polynomial approach, we prove that the previous main result is valid for the birth-death…
We are interested in quasi-stationarity and quasi-ergodicity when the absorbing boundary is moving. First we show that, in the moving boundary case, the quasi-stationary distribution and the quasi-limiting distribution are not well-defined…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…
Markov processes play an important role in physics and the theory of open systems in particular. In this paper we study the asymptotic evolution of trace-nonincreasing homogenous quantum Markov processes (both types, discrete quantum Markov…
The nonlinear Markov processes are the measure-valued dynamical systems which preserve positivity. They can be represented as the law of large numbers limits of general Markov models of interacting particles. In physics, the kinetic…