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We show how the essential spectral radius of a bounded positive kernel, acting on bounded functions, is linked to its lower approximation by certain absolutely continuous kernels. The standart Doeblin's condition can be interpreted in this…

Probability · Mathematics 2007-05-23 Hubert Hennion

Let $P$ be a Markov kernel on a measurable space $\X$ and let $V:\X\r[1,+\infty)$. We provide various assumptions, based on drift conditions, under which $P$ is quasi-compact on the weighted-supremum Banach space $(\cB_V,\|\cdot\|_V)$ of…

Probability · Mathematics 2012-06-13 Denis Guibourg , Loïc Hervé , James Ledoux

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

Probability · Mathematics 2022-10-26 Oliver Tough

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

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…

Probability · Mathematics 2022-10-24 Nicolas Champagnat , Denis Villemonais

We study a spatial asymptotic behaviour at infinity of kernels $p_t(x)$ for convolution semigroups of nonlocal pseudo-differential operators. We give general and sharp sufficient conditions under which the limits $$ \lim_{r \to \infty}…

Analysis of PDEs · Mathematics 2017-06-01 Kamil Kaleta , Paweł Sztonyk

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…

Probability · Mathematics 2018-01-18 Nicolas Champagnat , Koléhè Coulibaly-Pasquier , Denis Villemonais

We present new conditions for semigroups of positive operators to converge strongly as time tends to infinity. Our proofs are based on a novel approach combining the well-known splitting theorem by Jacobs, de Leeuw and Glicksberg with a…

Functional Analysis · Mathematics 2019-01-29 Moritz Gerlach , Jochen Glück

We investigate the asymptotic behavior, as $\varepsilon \to 0$, of nonlocal functionals $$ \mathcal{F}_{\varepsilon}(u) = \iint_{\mathbb{R}^N\times\mathbb{R}^N} \rho_{\varepsilon}(y-x)\,|u(x)-u(y)|^p\,dx\,dy,\qquad u\in…

Analysis of PDEs · Mathematics 2025-09-30 Elisa Davoli , Giovanni Di Fratta , Rossella Giorgio , Andrea Pinamonti

This paper focuses on systems of strongly coupled elliptic operators whose coefficients may be unbounded and are defined on a domain $\Omega \subseteq \mathbb{R}^d$. It is shown that a quasi-contractive semigroup in $L^p$-spaces can be…

Analysis of PDEs · Mathematics 2025-10-09 L. Angiuli , E. M. Mangino , L. Lorenzi

We are interested in the large time behavior of the solutions to the growth-fragmentation equation. We work in the space of integrable functions weighted with the principal dual eigenfunction of the growth-fragmentation operator. This space…

Analysis of PDEs · Mathematics 2019-02-28 Etienne Bernard , Pierre Gabriel

The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…

Probability · Mathematics 2021-02-12 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

Given additional distributional information in the form of moment restrictions, kernel density and distribution function estimators with implied generalised empirical likelihood probabilities as weights achieve a reduction in variance due…

Methodology · Statistics 2019-10-08 Vitaliy Oryshchenko , Richard J. Smith

We deal with kernel theorems for modulation spaces. We completely characterize the continuity of a linear operator on the modulation spaces $M^p$ for every $1\leq p\leq\infty$, by the membership of its kernel to (mixed) modulation spaces.…

Functional Analysis · Mathematics 2018-03-23 Elena Cordero , Fabio Nicola

We consider reversible ergodic Markov chains with finite state space, and we introduce a new notion of quasi-stationary distribution that does not require the presence of any absorbing state. In our setting, the hitting time of the…

Probability · Mathematics 2024-10-01 Roberto Fernandez , Francesco Manzo , Matteo Quattropani , Elisabetta Scoppola

In the setting of stochastic dynamical systems that eventually go extinct, the quasi-stationary distributions are useful to understand the long-term behavior of a system before evanescence. For a broad class of applicable continuous-time…

Probability · Mathematics 2018-08-22 Mads Christian Hansen , Carsten Wiuf

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…

Probability · Mathematics 2016-03-21 Mikael Petersson

We review and provide new proofs of results used to compare the efficiency of estimates generated by reversible MCMC algorithms on a general state space. We provide a full proof of the formula for the asymptotic variance for real-valued…

Probability · Mathematics 2024-08-09 Geoffrey T. Salmon , Jeffrey S. Rosenthal

We introduce the categories of quasi-measurable spaces, which are slight generalizations of the category of quasi-Borel spaces, where we now allow for general sample spaces and less restrictive random variables, spaces and maps. We show…

Probability · Mathematics 2021-09-27 Patrick Forré

In this paper, we study unique, globally defined uniformly bounded weak solutions for a class of semilinear reaction-diffusion-advection systems. The coefficients of the differential operators and the initial data are only required to be…

Analysis of PDEs · Mathematics 2021-09-10 William E Fitzgibbon , Jeff Morgan , Bao Quoc Tang , Hong-Ming Yin
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