On the stability of positive semigroups (Q6179330): Difference between revisions

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scientific article; zbMATH DE number 7789639

Language	Label	Description	Also known as
English	On the stability of positive semigroups	scientific article; zbMATH DE number 7789639

Statements

scholarly article

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On the stability of positive semigroups (English)

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Pierre Del Moral

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The Annals of Applied Probability

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publication date

16 January 2024

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full work available at URL

https://arxiv.org/abs/2112.03751

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zbMATH Keywords

Boltzmann-Gibbs transformations

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contraction inequalities

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Dobrushin's ergodic coefficient

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Foster-Lyapunov conditions

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positive semigroups

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spectral theorems

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MaRDI profile type

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A Central Limit Theorem for Temporally Nonhomogenous Markov Chains with Applications to Dynamic Programming

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A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces

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Bounds for the fundamental solution of a parabolic equation

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Quasistationary Distributions and Fleming-Viot Processes in Finite Spaces

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Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case

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Exponential stability for nonlinear filtering

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Ancestral lineages and limit theorems for branching Markov chains in varying environment

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Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions

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A non‐conservative Harris ergodic theorem

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On the Hill relation and the mean reaction time for metastable processes

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Stochastic approximation of quasi-stationary distributions on compact spaces and applications

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A lognormal central limit theorem for particle approximations of normalizing constants

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The strong Malthusian behavior of growth-fragmentation processes

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Extensions of Jentzsch's Theorem

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On the stability of matrix-valued Riccati diffusions

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On one-dimensional Riccati diffusions

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Analysis of a stochastic approximation algorithm for computing quasi-stationary distributions

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Weak Convergence of Measures

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Gaussian estimates for Schrödinger perturbations

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Comparaison des exposants de Lyapounov des processus markoviens multiplicatifs. (Comparison of Lyapunov exponents of multiplicative Markov processes)

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Théorèmes limite pour les systèmes linéaires a coefficient markoviens. (Limit theorems for linear systems with Markovian coefficients)

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De Branges type lemma and approximation in weighted spaces

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Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter.

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Exponential stability of discrete-time filters for bounded observation noise

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Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions

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A Fleming-Viot particle representation of the Dirichlet Laplacian

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Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions

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Stochastic calculus and degenerate boundary value problems

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Quasi-stationary distributions and diffusion models in population dynamics

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Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion

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Quasi-stationary distributions of birth-and-death processes

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Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions

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Exponential convergence to quasi-stationary distribution and \(Q\)-process

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Uniform convergence to the \(Q\)-process

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Uniform convergence of penalized time-inhomogeneous Markov processes

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Practical criteria for \(R\)-positive recurrence of unbounded semigroups

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Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes

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Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution

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General criteria for the study of quasi-stationarity

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On time scales and quasi-stationary distributions for multitype birth-and-death processes

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Some limit theorems for absorbing Markov processes

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Stability of nonlinear filters in nonmixing case

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Relative entropy and error bounds for filtering of Markov processes

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Uniform in time propagation of chaos for a Moran model

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Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space

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Fleming-Viot processes : two explicit examples

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Quasi-stationary distributions for structured birth and death processes with mutations

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Quasi-Stationary Distributions

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Stability of the discrete time filter in terms of the tails of noise distributions

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Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering

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On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

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On quasi-stationary distributions in absorbing continuous-time finite Markov chains

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Mean Field Simulation for Monte Carlo Integration

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Particle Motions in Absorbing Medium with Hard and Soft Obstacles

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Sequential Monte Carlo Samplers

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On the stability of measure valued processes with applications to filtering

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On the stability of interacting processes with applications to filtering and genetic algorithms

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On contraction properties of Markov kernels

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A Moran particle system approximation of Feynman-Kac formulae

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Genealogies and increasing propagation of chaos for Feynman-Kac and genetic models.

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On the stability of nonlinear Feynman-Kac semigroups

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Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

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On convergence of chains with occupational self–interactions

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Self-Interacting Markov Chains

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Exponential mixing properties for time inhomogeneous diffusion processes with killing

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Large deviations techniques and applications.

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On the consistency of Bayes estimates

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Gibbs sampling, exponential families and orthogonal polynomials

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What do we know about the Metropolis algorithm?

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On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle

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Long-term stability of sequential Monte Carlo methods under verifiable conditions

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Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach

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Ideal-triangularizability of semigroups of positive operators

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One-Parameter Semigroups for Linear Evolution Equations

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Existence of quasi-stationary distributions: A renewal dynamical approach

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More on the long time stability of Feynman-Kac semigroups

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Large deviations of empirical measures of diffusions in weighted topologies

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Products of Random Matrices

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Irreducible semigroups of positive operators on Banach lattices

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Stability with respect to initial conditions in <i>V</i>-norm for nonlinear filters with ergodic observations

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Killed diffusions and their conditioning

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The limiting behavior of transient birth and death processes conditioned on survival

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On the compactness of certain integral operators

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Go with the winners: a general Monte Carlo strategy

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Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

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On the quasi-ergodic distribution of absorbing Markov processes

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Stability of the discrete time filter in terms of the tails of noise distributions

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Limit theorems for products of positive random matrices

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Quasi-compactness and absolutely continuous kernels

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Stochastic methods for the neutron transport equation. I: Linear semigroup asymptotics

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On the Behaviour of the Backward Interpretation of Feynman-Kac Formulae Under Verifiable Conditions

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Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition

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Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case

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A limit theorem for partially observed Markov chains

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The Classification of Birth and Death Processes

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The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem

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On discrete time ergodic filters with wrong initial data

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On Continuous Time Ergodic Filters with Wrong Initial Data

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On robustness of discrete time optimal filters

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On the Feynman-Kac semigroup for some Markov processes

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Explicit parametrix and local limit theorems for some degenerate diffusion processes

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Spectral theory and limit theorems for geometrically ergodic Markov processes

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Geometric ergodicity and the spectral gap of non-reversible Markov chains

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On the existence of a quasistationary measure for a Markov chain

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Exponential forgetting and geometric ergodicity in hidden Markov models

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Basic properties of the projective product with application to products of column-allowable nonnegative matrices

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Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

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A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.

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Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process

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Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes

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A law of large numbers for branching Markov processes by the ergodicity of ancestral lineages

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Exponential filter stability via Dobrushin's coefficient

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Quasi-stationary distributions and population processes

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Banach lattices

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Markov chains and stochastic stability

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A note on random walks with absorbing barriers and sequential Monte Carlo methods

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Continuity of Solutions of Parabolic and Elliptic Equations

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A splitting technique for Harris recurrent Markov chains

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Eigenvectors of Order-Preserving Linear Operators

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Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria

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Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

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Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals

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On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes

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Ergodic Properties of Markov Processes

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On the Control of an Interacting Particle Estimation of Schrödinger Ground States

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On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states

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Two-sided estimates on the density of the Feynman-Kac semigroups of stable-like processes

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Dual Spaces of Weighted Spaces

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Markov chains for exploring posterior distributions. (With discussion)

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Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes

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Quasi-stationary distributions for discrete-state models

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Discrete time nonlinear filters with informative observations are stable

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The stability of conditional Markov processes and Markov chains in random environments

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Small time Gaussian estimates of heat diffusion kernels. II: The theory of large deviations

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General approximation method for the distribution of Markov processes conditioned not to be killed

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On estimates of the density of Feynman-Kac semigroups of \(\alpha \)-stable-like processes

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Stability properties of some particle filters

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Dimension-free Wasserstein contraction of nonlinear filters

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Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications

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Linear variance bounds for particle approximations of time-homogeneous Feynman-Kac formulae

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Uniformly integrable operators and large deviations for Markov processes

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Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1214/22-AAP1923

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Sitelinks

Mathematics(1 entry)

mardi Publication:6179330

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