English

Quasi-stationary distributions for randomly perturbed dynamical systems

Probability 2014-04-16 v4 Dynamical Systems

Abstract

We analyze quasi-stationary distributions {με}ε>0\{\mu^{\varepsilon}\}_{\varepsilon>0} of a family of Markov chains {Xε}ε>0\{X^{\varepsilon}\}_{\varepsilon>0} that are random perturbations of a bounded, continuous map F:MMF:M\to M, where MM is a closed subset of Rk\mathbb{R}^k. Consistent with many models in biology, these Markov chains have a closed absorbing set M0MM_0\subset M such that F(M0)=M0F(M_0)=M_0 and F(MM0)=MM0F(M\setminus M_0)=M\setminus M_0. Under some large deviations assumptions on the random perturbations, we show that, if there exists a positive attractor for FF (i.e., an attractor for FF in MM0M\setminus M_0), then the weak* limit points of με\mu_{\varepsilon} are supported by the positive attractors of FF. To illustrate the broad applicability of these results, we apply them to nonlinear branching process models of metapopulations, competing species, host-parasitoid interactions and evolutionary games.

Keywords

Cite

@article{arxiv.1101.3420,
  title  = {Quasi-stationary distributions for randomly perturbed dynamical systems},
  author = {Mathieu Faure and Sebastian J. Schreiber},
  journal= {arXiv preprint arXiv:1101.3420},
  year   = {2014}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AAP923 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T17:13:29.938Z