arXiv · 1406.1742
Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
Abstract
We study a general class of birth-and-death processes with state space $\mathbb{N}$ that describes the size of a population going to extinction with probability one. This class contains the logistic case. The scale of the population is measured in terms of a `carrying capacity' $K$. When $K$ is large, the process is expected to stay close to its deterministic equilibrium during a long time but ultimately goes extinct. Our aim is to quantify the behavior of the process and the mean time to extinction in the quasi-stationary distribution as a function of $K$, for large $K$. We also give a quantitative description of this quasi-stationary distribution. It turns out to be close to a Gaussian distribution centered about the deterministic long-time equilibrium, when $K$ is large. Our analysis relies on precise estimates of the maximal eigenvalue, of the corresponding eigenvector and of the spectral gap of a self-adjoint operator associated with the semigroup of the process.
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J. -R. Chazottes, P. Collet, S. Méléard. 2014-06-06. Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes. https://arxiv.org/abs/1406.1742
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