Minimal quasi-stationary distribution approximation for a birth and death process
نویسنده
چکیده
In a first part, we prove a Lyapunov-type criterion for the ξ1-positive recurrence of absorbed birth and death processes and provide new results on the domain of attraction of the minimal quasi-stationary distribution. In a second part, we study the ergodicity and the convergence of a Fleming-Viot type particle system whose particles evolve independently as a birth and death process and jump on each others when they hit 0. Our main result is that the sequence of empirical stationary distributions of the particle system converges to the minimal quasi-stationary distribution of the birth and death process.
منابع مشابه
Large Deviations and Quasi-stationarity for Density-dependent Birth-death Processes
Consider a density-dependent birth-death process X N on a finite state space of size N . Let PN be the law (on D.[0; T ]/ where T > 0 is arbitrary) of the density process XN =N and let 5N be the unique stationary distribution (on [0,1]) of X N =N , if it exists. Typically, these distributions converge weakly to a degenerate distribution as N ! 1, so the probability of sets not containing the de...
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