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Article Dans Une Revue Annales de la Faculté des Sciences de Toulouse. Mathématiques. Année : 2015

On quantitative convergence to quasi-stationarity

Résumé

The quantitative long time behavior of absorbing, finite, irreducible Markov processes is considered. Via Doob transforms, it is shown that only the knowledge of the ratio of the values of the underlying first Dirichlet eigenvector is necessary to come back to the well-investigated situation of the convergence to equilibrium of ergodic finite Markov processes. This leads to explicit estimates on the convergence to quasi-stationarity, in particular via functional inequalities. When the process is reversible, the optimal exponential rate consisting of the spectral gap between the two first Dirichlet eigenvalues is recovered. Several simple examples are provided to illustrate the bounds obtained.
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Dates et versions

hal-01002622 , version 1 (06-06-2014)
hal-01002622 , version 2 (17-02-2019)

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Persi Diaconis, Laurent Miclo. On quantitative convergence to quasi-stationarity. Annales de la Faculté des Sciences de Toulouse. Mathématiques., 2015, 24 (4), pp.973-1016. ⟨hal-01002622v2⟩
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