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

DOI10.1016/j.spa.2020.12.005zbMath1469.60248arXiv1704.01928OpenAlexW3128162395MaRDI QIDQ2021416

Nicolas Champagnat, Denis Villemonais

Publication date: 27 April 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.01928

zbMATH Keywords

Lyapunov functionquasi-stationary distributionmultidimensional birth and death processprocess absorbed on the boundarystochastic Lotka-Volterra systemsuniform exponential mixing property

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Diffusion processes (60J60) Ecology (92D40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (14)

Unique quasi-stationary distribution, with a possibly stabilizing extinction ⋮ Poisson stable solutions and solution maps for stochastic functional differential equations ⋮ Transcritical bifurcation for the conditional distribution of a diffusion process ⋮ Coupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particles ⋮ Adaptation of a population to a changing environment in the light of quasi-stationarity ⋮ Recent advances in the long-time analysis of killed degenerate processes and their particle approximation ⋮ Two level natural selection with a quasi-stationarity approach ⋮ Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions ⋮ General criteria for the study of quasi-stationarity ⋮ On the stability of positive semigroups ⋮ Quasi-stationary distribution for Hamiltonian dynamics with singular potentials ⋮ Exponential quasi-ergodicity for processes with discontinuous trajectories ⋮ More on the long time stability of Feynman-Kac semigroups ⋮ Linear competition processes and generalized Pólya urns with removals

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The branching process with logistic growth
• Competitive or weak cooperative stochastic Lotka-Volterra systems conditioned on non-extinc\-tion
• Quasilimiting behavior for one-dimensional diffusions with killing
• Quasi-stationary distributions and diffusion models in population dynamics
• \(R\)-positivity, quasi-stationary distributions and ratio limit theorems for a class of probabilistic automata
• Quasi-stationary distributions and population processes
• Quasistationary distributions for one-dimensional diffusions with singular boundary points
• On time scales and quasi-stationary distributions for multitype birth-and-death processes
• Approximation of stochastic processes by nonexpansive flows and coming down from infinity
• Uniform convergence to the \(Q\)-process
• Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models
• Exponential convergence to quasi-stationary distribution and \(Q\)-process
• Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
• Existence and Uniqueness of a Quasistationary Distribution for Markov Processes with Fast Return from Infinity
• Exponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killing
• Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
• Quasistationary distributions for one-dimensional diffusions with killing
• Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes
• Real Analysis and Probability
• Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions
• Analytic semigroups and optimal regularity in parabolic problems

This page was built for publication: Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes