Practical criteria for R-positive recurrence of unbounded semigroups

Nicolas Champagnat (1, 2) , Denis Villemonais (1, 2)

1 TOSCA - TO Simulate and CAlibrate stochastic models
2 IECL - Institut Élie Cartan de Lorraine

The goal of this note is to show how recent results on the theory of quasi-stationary distributions allow to deduce effortlessly general criteria for the geometric convergence of normalized unbounded semigroups.

Mots clés: Foster-Lyapunov criteria; quasi-stationary distributions; R-positivity; mixing properties

Domaines: Probabilités [math.PR]

Nicolas Champagnat, Denis Villemonais. Practical criteria for R-positive recurrence of unbounded semigroups. Electronic Communications in Probability, 2020, 25 (6), pp.1-11. ⟨10.1214/20-ECP288⟩. ⟨hal-02101680v2⟩