Uniform convergence to the \(Q\)-process
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Publication:2362534
DOI10.1214/17-ECP63zbMATH Open1368.60079arXiv1611.02473OpenAlexW2555446296MaRDI QIDQ2362534
Author name not available (Why is that?)
Publication date: 10 July 2017
Published in: (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1611.02473
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