On the quasi-ergodicity of absorbing Markov chains with unbounded transition densities, including random logistic maps with escape

DOI10.1017/ETDS.2023.69arXiv2209.01281MaRDI QIDQ6506512FDOQ6506512

Authors: Matheus M. Castro, Vincent P. H. Goverse, J. S. W. Lamb, Martin Rasmussen 

Abstract: In this paper, we consider absorbing Markov chains $X_n$ admitting a quasi-stationary measure $mu$ on $M$ where the transition kernel $mathcalP$ admits an eigenfunction $0leqetain{L}^1(M,mu)$. We find conditions on the transition densities of $mathcalP$ with respect to $mu$ which ensure that $eta(x)mu(mathrmdx)$ is a quasi-ergodic measure for $X_n$ and that the Yaglom limit converges to the quasi-stationary measure $mu$-almost surely. We apply this result to the random logistic map $X_{n+1}=omeg{a}_n{X}_n(1-X_n)$ absorbed at $mathbbRsetminus[0,1],$ where $omeg{a}_n$ is an i.i.d sequence of random variables uniformly distributed in $[a,b],$ for $1leqa<4$ and $b>4.$

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Positive linear operators and order-bounded operators (47B65) General theory of random and stochastic dynamical systems (37H05)

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