General criteria for the study of quasi-stationarity - Inria - Institut national de recherche en sciences et technologies du numérique
Pré-Publication, Document De Travail Année : 2017

General criteria for the study of quasi-stationarity

Résumé

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 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.
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Dates et versions

hal-01672979 , version 1 (28-12-2017)
hal-01672979 , version 2 (26-01-2018)
hal-01672979 , version 3 (21-10-2022)

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Nicolas Champagnat, Denis Villemonais. General criteria for the study of quasi-stationarity. 2017. ⟨hal-01672979v2⟩

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