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 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' . When 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 , for large . 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 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.
Keywords
Cite
@article{arxiv.1406.1742,
title = {Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes},
author = {J. -R. Chazottes and P. Collet and S. Méléard},
journal= {arXiv preprint arXiv:1406.1742},
year = {2017}
}
Comments
48 pages, corrected typos, more details. To appear in Probab. Th. & Rel. Fields (2015)