On quantitative convergence to quasi-stationarity
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Publication:5963361
DOI10.5802/AFST.1472zbMATH Open1335.60142arXiv1406.1805OpenAlexW1668726904MaRDI QIDQ5963361FDOQ5963361
Publication date: 19 February 2016
Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)
Abstract: The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is necessary to come back to the well-investigated situation of the convergence to equilibrium of ergodic finite Markov processes. This leads to explicit estimates on the convergence to quasi-stationarity, in particular via functional inequalities. When the process is reversible, the optimal exponential rate consisting of the spectral gap between the two first Dirichlet eigenvalues is recovered. Several simple examples are provided to illustrate the bounds obtained.
Full work available at URL: https://arxiv.org/abs/1406.1805
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Cited In (24)
- Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
- Analytic-geometric methods for finite Markov chains with applications to quasi-stationarity
- Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks
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- HITTING TIME DISTRIBUTIONS FOR BIRTH–DEATH PROCESSES WITH BILATERAL ABSORBING BOUNDARIES
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- Theoretical properties of quasi-stationary Monte Carlo methods
- Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
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