Uniform convergence of penalized time-inhomogeneous Markov processes

DOI10.1051/ps/2017022zbMath1405.60004arXiv1603.07477OpenAlexW2964114348MaRDI QIDQ4615433

Nicolas Champagnat, Denis Villemonais

Publication date: 28 January 2019

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

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

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

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

Related Items (10)

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

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