On the long-term behavior for sub-stationary Markov processes
functional central limit theoremfunctional law of large numbersMarkov semigroupquasi-stationary theoremspectral theory
Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Stability theory for random and stochastic dynamical systems (37H30) Schrödinger and Feynman-Kac semigroups (47D08) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Transition functions, generators and resolvents (60J35)
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.
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