SearcharxivSearch

arXiv · 2510.19573

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

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 $r_{ess}(P)\leq r_{ess}(Q)$ whenever $0\leq P\leq Q$ as kernels, a property that is known to fail in general on $L^p$ spaces, $p<+\infty$. 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 eigenelements as time goes to infinity. Finally, we apply these results to absorbed Markov processes and quasi-stationary distributions. In this setting, the domination and Lyapunov criteria allow one to work in reducible situations and to relax classical regularity assumptions, for instance replacing strong Feller conditions by domination from a regular kernel or by locally uniformly integrable densities on suitable weighted supremum spaces.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Denis Villemonais. 2025-10-22. Quasi-compactness for dominated kernels with application to quasi-stationary distribution theory. https://arxiv.org/abs/2510.19573

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR