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

• 成果类型: Article
• 署名作者: Chazottes, J. -R.; Collet, P.; Meleard, S.
• 署名单位: Institut Polytechnique de Paris; Ecole Polytechnique; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute of Physics (INP); Institut Polytechnique de Paris; Ecole Polytechnique; ENSTA Paris; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-014-0612-6
• 发表日期: 2016
• 页码: 285-332
• 关键词: extinction times; approximation

摘要

We study a general class of birth-and-death processes with state space 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.