arXiv:1704.01928 [math.PR]AbstractReferencesReviewsResources
Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes
Nicolas Champagnat, Denis Villemonais
Published 2017-04-06Version 1
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.
Categories: math.PR
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