Yaglom Limit via Holley Inequality
Probability
2018-06-14 v4
Abstract
Let be a countable set provided with a partial order and a minimal element. Consider a Markov chain on absorbed at with a quasi-stationary distribution. We use Holley inequality to obtain sufficient conditions under which the following hold. The trajectory of the chain starting from the minimal state is stochastically dominated by the trajectory of the chain starting from any probability on , when both are conditioned to nonabsorption until a certain time. Moreover, the Yaglom limit corresponding to this deterministic initial condition is the unique minimal quasi-stationary distribution in the sense of stochastic order. As an application, we provide new proofs to classical results in the field.
Keywords
Cite
@article{arxiv.1410.1976,
title = {Yaglom Limit via Holley Inequality},
author = {Pablo A. Ferrari and Leonardo T. Rolla},
journal= {arXiv preprint arXiv:1410.1976},
year = {2018}
}