On quasi-stationaries for symmetric Markov processes

This paper intends to give some mild sufficient conditions for the existence and uniqueness of quasi-stationary distributions (QSDs) for general symmetric Markov processes. Under the same conditions, it is also proved that: the unique QSD attracts exponentially all initial distributions supported in...

Full description

Saved in:
Bibliographic Details
Published in:Journal of mathematical analysis and applications 2023-12, Vol.528 (1), p.127498, Article 127498
Main Authors: Li, Huasheng, Zhang, Hanjun, Liao, Saixia
Format: Article
Language:English
Subjects:
Bottom eigenfunction
Dirichet form
Markov process
Quasi-stationary distribution
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper intends to give some mild sufficient conditions for the existence and uniqueness of quasi-stationary distributions (QSDs) for general symmetric Markov processes. Under the same conditions, it is also proved that: the unique QSD attracts exponentially all initial distributions supported in the allowed states; the considered process admits a quasi-ergodic stationary distribution (QESD); the Lp-spectral bounds of its associated semigroup are independent of 1≤p≤∞. Finally, we present three typical examples to illustrate these results.
ISSN:0022-247X
1096-0813
DOI:10.1016/j.jmaa.2023.127498