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arXiv 2001.07794math.PR
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基于Poincaré不等式和Bakry-Emery准则的拟平稳收敛性

Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Emery criteria

William Oçafrain

摘要:

本文的目的是从函数不等式出发,提供一些工具来处理吸收马尔可夫过程的拟平稳性。首先,它是如何庞加莱不等式有关的一个合适的Doob变换需要指数收敛的条件分布的准平稳分布的全变差和$1$ -Wasserstein距离。特别注意多维扩散过程,其中上述Poincaré不等式由一个依赖于次马尔可夫生成元的右特征向量的检验Bakry-Émery条件所隐含,该条件并不总是已知的。在对势的额外假设下,可以绕过这种缺乏知识的情况,表明经典的Bakry-Émery条件包含指数拟遍历性。

英文摘要:

This paper aims to provide some tools coming from functional inequalities to deal with quasi-stationarity for absorbed Markov processes. First, it is shown how a Poincaré inequality related to a suitable Doob transform entails exponential convergence of conditioned distributions to a quasi-stationary distribution in total variation and in $1$-Wasserstein distance. A special attention is paid to multi-dimensional diffusion processes, for which the aforementioned Poincaré inequality is implied by an easier-to-check Bakry-Émery condition depending on the right eigenvector for the sub-Markovian generator, which is not always known. Under additional assumptions on the potential, it is possible to bypass this lack of knowledge showing that exponential quasi-ergodicity is entailed by the classical Bakry-Émery condition.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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