Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes

Abstract

We study the quasi-stationary behavior of multidimensional processes absorbed when one of the coordinates vanishes. Our results cover competitive or weakly cooperative Lotka-Volterra birth and death processes and Feller diffusions with competitive Lotka-Volterra interaction. To this aim, we develop original non-linear Lyapunov criteria involving two Lyapunov functions, which apply to general Markov processes.

Publication
Stochastic Processes and their Applications, 135
Denis Villemonais
Denis Villemonais
Assistant professor in Applied Mathematics - Membre junior IUF