Publication | Open Access
Uniform convergence to the $Q$-process
37
Citations
5
References
2017
Year
EngineeringIntegrable ProbabilityConditional Ergodic TheoremStochastic ProcessesStochastic CalculusProcess ControlConditioned ProcessConservative Markov ProcessStochastic Dynamical SystemMarkov KernelProbability TheoryPoisson BoundaryUniform Convergence
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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