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Perturbation theory for killed Markov processes and quasi-stationary distributions

Motivated by recent developments of quasi-stationary Monte Carlo methods, we investigate the stability of quasi-stationary distributions of killed Markov processes under perturbations of the generator. We first consider a general bounded self-adjoint perturbation operator, and after that, study a particular unbounded perturbation corresponding to truncation of the killing rate. In both scenarios, we quantify the difference between eigenfunctions of the smallest eigenvalue of the perturbed and unperturbed generators in a Hilbert space norm. As a consequence, L1 norm estimates of the difference of the resulting quasi-stationary distributions in terms of the perturbation are provided.

preprint2024arXivOpen access

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