arXiv · 1404.6648
Minimal quasi-stationary distribution approximation for a birth and death process
Abstract
In a first part, we prove a Lyapunov-type criterion for the $ξ\_1$-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second part, we study the ergodicity and the convergence of a Fleming-Viot type particle system whose particles evolve independently as a birth and death process and jump on each others when they hit $0$. Our main result is that the sequence of empirical stationary distributions of the particle system converges to the minimal quasi-stationary distribution of the birth and death process.
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Denis Villemonais. 2015-01-28. Minimal quasi-stationary distribution approximation for a birth and death process. https://arxiv.org/abs/1404.6648
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