📖
Exponential convergence to quasi-stationary distribution and Q-process
Nicolas Champagnat, Denis Villemonais

Exponential convergence to quasi-stationary distribution and Q-process

Author / Organization:
Science & Mathematics Published 2016 Verification Pending

Overview & Synopsis

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 existence and exponential ergodicity of the $Q$-process (the process conditioned to never be absorbed). We apply these results to one-dimensional birth and death processes with catastrophes, multi-dimensional birth and death processes, infinite-dimensional population models with Brownian mutations and neutron transport dynamics absorbed at the boundary of a bounded domain.

Advertisement
SPONSOR CONTENT
Indexed from repository: HAL Open Science (hal.science)
Loading document from verified source...
Keyboard Shortcuts: ← / → for pages • + / - for zoom • 0 to fit width Powered by Mozilla PDF.js v3.11

Document Information

Document Title Exponential convergence to quasi-stationary distribution and Q-process
Author / Organization Nicolas Champagnat, Denis Villemonais
Subject & Discipline Multidisciplinary Academic Open Research
Categories Science & Mathematics
Publication Year 2016
License / Rights Open Access / Creative Commons
Resource Verification Listed PDF (Verification Pending)
Original Host Website HAL Open Science (hal.science)
File Format application/pdf (Portable Document Format)
Language EN
Catalog ID DOC-24477
Original Source Link Visit Source Page on hal.science »