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arxiv: 1404.1349 · v2 · pith:LRG256BAnew · submitted 2014-04-04 · 🧮 math.PR

Exponential convergence to quasi-stationary distribution and Q-process

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keywords absorbedexponentialprocessesbirthconditionsconvergencedeathdistribution
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For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the $Q$-process (the process conditioned to never be absorbed). We apply these results to one-dimensional birth and death processes with catastrophes, multi-dimensional birth and death processes, infinite-dimensional population models with Brownian mutations and neutron transport dynamics absorbed at the boundary of a bounded domain.

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