Exponential mixing property for absorbing Markov processes

In this paper, we study the speed of mixing of absorbing Markov processes with state space E, that is, the rate of the convergence in the following limits: limt→∞Ex[f(Xpt)g(Xt)|T>t]=∫Ef(y)β(dy)∫Eg(y)α(dy),limt→∞Ex[f(Xpt)g(Xqt)|T>t]=∫Ef(y)β(dy)∫Eg(y)β(dy),where f,g are bounded and measurable fu...

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Veröffentlicht in:	Statistics & probability letters 2021-12, Vol.179, p.109207, Article 109207
Hauptverfasser:	He, Guoman, Zhang, Hanjun, Yang, Gang
Format:	Artikel
Sprache:	eng
Schlagworte:	Absorbing Markov processes Mixing property Quasi-ergodic distribution Quasi-stationary distribution
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Beschreibung
Zusammenfassung:	In this paper, we study the speed of mixing of absorbing Markov processes with state space E, that is, the rate of the convergence in the following limits: limt→∞Ex[f(Xpt)g(Xt)\|T>t]=∫Ef(y)β(dy)∫Eg(y)α(dy),limt→∞Ex[f(Xpt)g(Xqt)\|T>t]=∫Ef(y)β(dy)∫Eg(y)β(dy),where f,g are bounded and measurable functions defined on E, x∈E, 0
ISSN:	0167-7152 1879-2103
DOI:	10.1016/j.spl.2021.109207