On quantitative convergence to quasi-stationarity

DOI10.5802/afst.1472zbMath1335.60142arXiv1406.1805OpenAlexW1668726904MaRDI QIDQ5963361

Persi Diaconis, Laurent Miclo

Publication date: 19 February 2016

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1805

zbMATH Keywords

convergence ratefinite Markov processesquasi-stationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on discrete state spaces (60J27) Limit theorems in probability theory (60F99)

Related Items (18)

Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks ⋮ Unique quasi-stationary distribution, with a possibly stabilizing extinction ⋮ Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity ⋮ Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes ⋮ Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift ⋮ Reachability and safety objectives in Markov decision processes on long but finite horizons ⋮ HITTING TIME DISTRIBUTIONS FOR BIRTH–DEATH PROCESSES WITH BILATERAL ABSORBING BOUNDARIES ⋮ A probabilistic proof of Cooper and Frieze's "First Visit Time Lemma" ⋮ Quasi-stationary distribution for Hamiltonian dynamics with singular potentials ⋮ On the Markovian Similarity ⋮ Theoretical properties of quasi-stationary Monte Carlo methods ⋮ Gambler's ruin estimates on finite inner uniform domains ⋮ Quasistationary distributions for one-dimensional diffusions with singular boundary points ⋮ An exercise(?) in Fourier analysis on the Heisenberg group ⋮ On time scales and quasi-stationary distributions for multitype birth-and-death processes ⋮ Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria ⋮ Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity ⋮ Analysis of non-reversible Markov chains via similarity orbits

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