Uniform convergence to the Q-process
classification
🧮 math.PR
keywords
processdistributionconditionedconvergenceconvergesergodicq-processquasi-stationary
read the original abstract
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.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.