论文标题

可降低状态空间中的准平台分布

Quasi-stationary distributions in reducible state spaces

论文作者

Champagnat, Nicolas, Villemonais, Denis

论文摘要

我们研究了马尔可夫链的准平台分布和准限制链中的准限制行为,并具有吸收。我们提出了一组假设,以处理特定情况,在这些情况下,状态空间可以分解为三个子集,而在一个方向之间只能在一个方向上进行通信。这些假设使我们能够表征指数级的数量级和确切的多项式校正,称为多项式收敛参数,对于半群的主要阶段。他们还为此领先的订单期限提供明确的收敛速度。我们将这些结果应用于有限或无可限制的许多通信类别的马尔可夫连锁店,使用对链条的通信类别的特定归纳类别。我们能够明确表征多项式收敛参数,确定一组绝对分布,并在有限的许多通信类别的情况下,为融合速度与准限制分布提供明确的估计。最后,我们将这些结果应用于不可实现的状态空间的情况下,我们能够证明,总的来说,存在准平台分布,而不假设吸收前不可约性。实际上,这实际上是假设只有一个疗法,lyapunov函数的存在以及在状态空间中存在返回时间是有限概率有限的点。

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be decomposed into three subsets between which communication is only possible in a single direction. These assumptions allow us to characterize the exponential order of magnitude and the exact polynomial correction, called polynomial convergence parameter, for the leading order term of the semigroup for large time. They also provide explicit convergence speeds to this leading order term. We apply these results to general Markov chains with finitely or denumerably many communication classes using a specific induction over the communication classes of the chain. We are able to explicitely characterize the polynomial convergence parameter, to determine the complete set of quasistationary distributions and to provide explicit estimates for the speed of convergence to quasi-limiting distributions in the case of finitely many communication classes. We conclude with an application of these results to the case of denumerable state spaces, where we are able to prove that, in general, there is existence of a quasi-stationary distribution without assuming irreducibility before absorption. This actually holds true assuming only aperiodicity, the existence of a Lyapunov function and the existence of a point in the state space from which the return time is finite with positive probability.

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