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arxiv: 1611.02473 · v2 · pith:LT55LOVAnew · submitted 2016-11-08 · 🧮 math.PR

Uniform convergence to the Q-process

classification 🧮 math.PR
keywords processdistributionconditionedconvergenceconvergesergodicq-processquasi-stationary
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The first aim of the present note is to quantify the speed of convergence of a conditioned process toward its Q-process under suitable assumptions on the quasi-stationary distribution of the process. Conversely, we prove that, if a conditioned process converges uniformly to a conservative Markov process which is itself ergodic, then it admits a unique quasi-stationary distribution and converges toward it exponentially fast, uniformly in its initial distribution. As an application, we provide a conditional ergodic theorem.

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