Uniform convergence of penalized time-inhomogeneous Markov processes

DOI10.1051/PS/2017022zbMATH Open1405.60004arXiv1603.07477OpenAlexW2964114348MaRDI QIDQ4615433FDOQ4615433

Authors: Nicolas Champagnat, Denis Villemonais 

Publication date: 28 January 2019

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Abstract: We provide an original and general sufficient criterion ensuring the exponential contraction of Feynman-Kac semi-groups of penalized processes. This criterion is applied to time-inhomogeneous one-dimensional diffusion processes conditioned not to hit 0 and to penalized birth and death processes evolving in a quenched random environment.

Full work available at URL: https://arxiv.org/abs/1603.07477

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zbMATH Keywords

asymptotic stabilityFeynman-Kac formulatime-inhomogeneous Markov processesDobrushin's ergodic coefficientbirth and death processes in random environment with killingone-dimensional diffusions with absorptionpenalized processesuniform exponential mixing

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Ergodicity, mixing, rates of mixing (37A25) Limit theorems in probability theory (60F99) Multiplicative functionals and Markov processes (60J57)

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Cited In (10)

• An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries
• Unique quasi-stationary distribution, with a possibly stabilizing extinction
• Quasi-stationarity for one-dimensional renormalized Brownian motion
• On the stability of positive semigroups
• Exponential quasi-ergodicity for processes with discontinuous trajectories
• \(Q\)-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries
• Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
• Adaptation of a population to a changing environment in the light of quasi-stationarity
• General criteria for the study of quasi-stationarity
• Uniform convergence of conditional distributions for absorbed one-dimensional diffusions

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