English

Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes

Probability 2017-02-20 v2 Populations and Evolution

Abstract

We study a general class of birth-and-death processes with state space N\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' KK. When KK 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 KK, for large KK. 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 KK 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)