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  • 标题:Uniform convergence to the $Q$-process
  • 本地全文:下载
  • 作者:Nicolas Champagnat ; Denis Villemonais
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2017
  • 卷号:22
  • DOI:10.1214/17-ECP63
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要: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.
  • 关键词:quasi-stationary distribution;Q-process;uniform exponential mixing property; conditional ergodic theorem.
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