International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on [0, ∞). We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with respect to the initial distribution. Our approach is based on probabilistic and coupling methods, contrary to the classical approach based on spectral theory results. Our general criteria apply in the case where ∞ is entrance and 0 either regular or exit, and are proved to be satisfied under several explicit assumptions expressed only in terms of the speed and killing measures. We also obtain exponential ergodicity results on the Q-process. We provide several examples and...
This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007)...
journal-articleWe consider diffusion processes killed at the boundary of Riemannian manifolds. The a...
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, m...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
International audienceWe establish sufficient conditions for exponential convergence to a unique qua...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
46 pagesInternational audienceFor general, almost surely absorbed Markov processes, we obtain necess...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribu...
This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007)...
journal-articleWe consider diffusion processes killed at the boundary of Riemannian manifolds. The a...
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, m...
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes....
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
For general, almost surely absorbed Markov processes, we obtain necessary and sufficient conditions ...
International audienceThis article studies the quasi-stationary behaviour of absorbed one-dimensiona...
AbstractWe consider birth–death processes on the nonnegative integers, where {1,2,…} is an irreducib...
International audienceWe establish sufficient conditions for exponential convergence to a unique qua...
We consider birth-death processes on the nonnegative integers, where $\{1,2,...\}$ is an irreducible...
The long time behavior of an absorbed Markov process is well described by the limiting distribution ...
46 pagesInternational audienceFor general, almost surely absorbed Markov processes, we obtain necess...
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main nove...
Limit theorems constitute a classical and important field in probability theory. In several applicat...
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribu...
This paper extends and clarifies results of Steinsaltz and Evans [Trans. Amer. Math. Soc. 359 (2007)...
journal-articleWe consider diffusion processes killed at the boundary of Riemannian manifolds. The a...
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, m...