Abstract
The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its $Q$-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a conditioned process converges uniformly to a conservative Markov process which is itself ergodic, then it admits a unique quasi-stationary distribution and converges toward it exponentially fast, uniformly in its initial distribution. As an application, we provide a conditional ergodic theorem.
Citation
Nicolas Champagnat. Denis Villemonais. "Uniform convergence to the $Q$-process." Electron. Commun. Probab. 22 1 - 7, 2017. https://doi.org/10.1214/17-ECP63
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