Open Access
Electronic Journal of Probability, volume 28, issue none
General criteria for the study of quasi-stationarity
Nicolas Champagnat
1
,
Denis Villemonais
1
Publication type: Journal Article
Publication date: 2023-01-01
Journal:
Electronic Journal of Probability
scimago Q1
SJR: 1.419
CiteScore: 1.8
Impact factor: 1.3
ISSN: 10836489
Statistics and Probability
Statistics, Probability and Uncertainty
Abstract
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in weighted total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of attraction by an integrability condition, prove the existence of a right eigenvector for the semigroup of the process and the existence and exponential ergodicity of the Q-process. These results are applied to one-dimensional and multi-dimensional diffusion processes, to pure jump continuous time processes, to reducible processes with several communication classes, to perturbed dynamical systems and discrete time processes evolving in discrete state spaces.
Found
Are you a researcher?
Create a profile to get free access to personal recommendations for colleagues and new articles.