On the long-term behavior for sub-stationary Markov processes (Q6893765)

The aim of the present paper is to study the long-term behavior of sub-stationary Markov processes with respect to certain important limit theorems. In particular, the authors characterize the long-term behavior of sub-stationary Markov processes by establishing the functional law of large numbers, the functional central limit theorem, and the quasi-stationary theorem, using three main analytical tools: the martingale method, as well as ergodic and spectral theory. \NFurthermore, they provide a precise quantification of the specific parameters related to these theorems in the case of symmetric sub-stationary Markov processes. They also apply the above-mentioned main results by formulating easily testable conditions that ensure satisfactory long-term behavior of the Feynman-Kac subprocesses derived from irreducible, strongly Feller, ultracontractive, and symmetric Markov processes killed by multiplicative functionals.