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

From MaRDI portal
Publication:2634900

DOI10.1007/s00440-014-0611-7zbMath1334.60015arXiv1404.1349OpenAlexW1968548276MaRDI QIDQ2634900

Nicolas Champagnat, Denis Villemonais

Publication date: 10 February 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.1349




Related Items (79)

Stochastic approximation of quasi-stationary distributions on compact spaces and applicationsEstimates on the amplitude of the first Dirichlet eigenvector in discrete frameworksUnique quasi-stationary distribution, with a possibly stabilizing extinctionExponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinitySharp asymptotics for the quasi-stationary distribution of birth-and-death processesStrong laws of large numbers for a growth-fragmentation process with bounded cell sizes\(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundariesLower bound for the coarse Ricci curvature of continuous-time pure-jump processesPolynomial rate of convergence to the Yaglom limit for Brownian motion with driftPractical criteria for \(R\)-positive recurrence of unbounded semigroupsExistence of a unique quasi-stationary distribution in stochastic reaction networksA sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaosStochastic approximation of the paths of killed Markov processes conditioned on survivalSpectral Theory for Random Poincaré MapsHidden Dissipation and Convexity for Kimura EquationsComputer-assisted proof of shear-induced chaos in stochastically perturbed Hopf systemsCoupled quantum harmonic oscillators and Feynman-Kac path integrals for linear diffusive particlesAdaptation of a population to a changing environment in the light of quasi-stationarityRecent advances in the long-time analysis of killed degenerate processes and their particle approximationTumor growth, \(R\)-positivity, multitype branching and quasistationarityA non‐conservative Harris ergodic theoremLarge deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusionsFull classification of dynamics for one-dimensional continuous-time Markov chains with polynomial transition ratesAn ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundariesYaglom-type limit theorems for branching Brownian motion with absorptionGeneral criteria for the study of quasi-stationarityIntrinsic ultracontractivity and uniform convergence to the \(Q\)-process for symmetric Markov processesOn the stability of positive semigroupsScaling limit of the Fleming-Viot multicolor processQuasi-stationary distribution for Hamiltonian dynamics with singular potentialsExponential quasi-ergodicity for processes with discontinuous trajectoriesThe quasi-stationary distribution of the subcritical contact processOn an irreducibility type condition for the ergodicity of nonconservative semigroupsThe strong Malthusian behavior of growth-fragmentation processesCriteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional DiffusionsUniform convergence of penalized time-inhomogeneous Markov processesSpeed of convergence to the quasi-stationary distribution for Lévy input fluid queuesQuasi-stationarity for one-dimensional renormalized Brownian motionQuasi-ergodic limits for finite absorbing Markov chainsOn the link between infinite horizon control and quasi-stationary distributionsTails of exit times from unstable equilibria on the lineApproximation methods for analyzing multiscale stochastic vector-borne epidemic modelsMalliavin calculus approach to long exit times from an unstable equilibriumTheoretical properties of quasi-stationary Monte Carlo methodsStochastic methods for the neutron transport equation. I: Linear semigroup asymptoticsExponential mixing property for absorbing Markov processesQuasistationary distributions for one-dimensional diffusions with singular boundary pointsLyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processesMetastability in stochastic replicator dynamicsDynamics of a Fleming-Viot type particle system on the cycle graphStationary distributions of persistent ecological systemsGradient flow formulations of discrete and continuous evolutionary models: a unifying perspectiveOn time scales and quasi-stationary distributions for multitype birth-and-death processesStochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domainConvergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteriaPersistence of one-dimensional AR(1)-sequencesUniform convergence of conditional distributions for absorbed one-dimensional diffusionsAnalysis of distributed systems via quasi-stationary distributionsErgodic behavior of non-conservative semigroups via generalized Doeblin's conditionsAn approximation scheme for quasi-stationary distributions of killed diffusionsA variational characterization of the optimal exit rate for controlled diffusionsGeneralizing Parallel Replica Dynamics: Trajectory Fragments, Asynchronous Computing, and PDMPsStochastic Methods for Neutron Transport Equation III: Generational Many-to-One and $k_{\texttt{eff}}$Quasistationary distributions and ergodic control problemsOn the quasi-ergodic distribution of absorbing Markov processesBootstrap maximum likelihood for quasi-stationary distributionsConditioned Lyapunov exponents for random dynamical systemsOn a Feynman-Kac approach to growth-fragmentation semigroups and their asymptotic behaviorsThe Fleming-Viot process with McKean-Vlasov dynamicsA probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation ratesApproximation of stochastic processes by nonexpansive flows and coming down from infinityYaglom limit for critical nonlocal branching Markov processesSome conditional limiting theorems for symmetric Markov processes with tightness propertyUniform in time propagation of chaos for a Moran modelCut-off Phenomenon for Converging Processes in the Sense of α-Divergence MeasuresExponential convergence to quasi-stationary distribution for absorbed one-dimensional diffusions with killingOn the Hill relation and the mean reaction time for metastable processesDomain of attraction of quasi-stationary distribution for absorbing Markov processesRisk-sensitive control for a class of diffusions with jumps



Cites Work


This page was built for publication: Exponential convergence to quasi-stationary distribution and \(Q\)-process