Exponential convergence to quasi-stationary distribution and Q-process
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.
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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 » |