Quasi-stationary distributions for randomly perturbed dynamical systems
Abstract
We analyze quasi-stationary distributions of a family of Markov chains that are random perturbations of a bounded, continuous map , where is a closed subset of . Consistent with many models in biology, these Markov chains have a closed absorbing set such that and . Under some large deviations assumptions on the random perturbations, we show that, if there exists a positive attractor for (i.e., an attractor for in ), then the weak* limit points of are supported by the positive attractors of . 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.
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)