Uniform convergence to the $Q$-process

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.

Publication
Electronic Communications in Probability, 22, paper no. 33
Denis Villemonais
Denis Villemonais
Assistant professor in Applied Mathematics - Membre junior IUF