Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions - Archive ouverte HAL Accéder directement au contenu
Chapitre D'ouvrage Année : 2018

Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions

Résumé

We consider general Markov processes with absorption and provide criteria ensuring the exponential convergence in total variation of the distribution of the process conditioned not to be absorbed. The first one is based on two-sided estimates on the transition kernel of the process and the second one on gradient estimates on its semigroup. We apply these criteria to multi-dimensional diffusion processes in bounded domains of $\R^d$ or in compact Riemannian manifolds with boundary, with absorption at the boundary.
Fichier principal
Vignette du fichier
2018_01_article.pdf (210.11 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01293622 , version 1 (25-03-2016)
hal-01293622 , version 2 (16-01-2018)

Identifiants

Citer

Nicolas Champagnat, Koléhè Abdoulaye Coulibaly-Pasquier, Denis Villemonais. Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions. Séminaire de Probabilités XLIX, 2215, Springer, pp. 165-182, 2018, Lecture Notes in Mathematics, ⟨10.1007/978-3-319-92420-5_5⟩. ⟨hal-01293622v2⟩
458 Consultations
182 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More