Quasi-compactness for dominated kernels with application to quasi-stationary distribution theory
Denis Villemonais

TL;DR
This paper develops a domination principle for positive operators, establishing quasi-compactness criteria on weighted supremum spaces, and applies these results to analyze the long-term behavior of absorbed Markov processes and quasi-stationary distributions.
Contribution
It introduces a new domination principle for positive operators, providing quasi-compactness criteria applicable to a broad class of kernels and processes, especially in reducible and less regular settings.
Findings
Established a domination principle for positive operators.
Derived quasi-compactness criteria on weighted supremum spaces.
Analyzed asymptotics and convergence of quasi-compact kernels and semigroups.
Abstract
We establish a domination principle for positive operators, which provides an upper bound on the essential spectral radius and yields quasi-compactness criteria on weighted supremum spaces with Lyapunov type functions and local domination. In particular, for kernels acting on such spaces, we obtain whenever as kernels, a property that is known to fail in general on spaces, . We then describe the asymptotics of iterates of positive quasi-compact kernels, showing convergence, after suitable renormalization, towards a finite decomposition over eigenelements, and we study the long-time behaviour of quasi-compact continuous-time semigroups. For the latter, we prove that measurability in time and quasi-compactness at a single positive time imply quasi-compactness at all times, exclude periodic behaviour, and entail convergence to…
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Dynamics and Fractals · Nonlinear Differential Equations Analysis
