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.
Funding Statement
This work was partially funded by the Chair “Modélisation Mathématique et Biodiversité” of VEOLIA-Ecole Polytechnique-MNHN-F.X. N.C. was partially funded by the European Union (ERC, SINGER, 101054787). Views and opinions expressed are however those of the author(s) only and do not necessarily reflect those of the European Union or the European Research Council. Neither the European Union nor the granting authority can be held responsible for them.
Citation
Nicolas Champagnat. Denis Villemonais. "General criteria for the study of quasi-stationarity." Electron. J. Probab. 28 1 - 84, 2023. https://doi.org/10.1214/22-EJP880
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