Exponential convergence to quasi-stationary distribution and $$Q$$ Q -process
نویسندگان
چکیده
منابع مشابه
Exponential convergence to quasi-stationary distribution and Q-process
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 proce...
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2015
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-014-0611-7