Total variation approximation for quasi-equilibrium distributions, II

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:122

Article

Barbour, A. D.^1,2  Pollett, P. K.³ 

[1] Univ Zurich, Inst Math, CH-8057 Zurich, Switzerland

[2] Natl Univ Singapore, Singapore 117548, Singapore

[3] Univ Queensland, Dept Math, Brisbane, Qld 4072, Australia

关键词: Quasi-stationary distributions;    Stochastic logistic model;    Total variation distance;   

DOI  :  10.1016/j.spa.2012.07.004

来源: Elsevier

【 摘 要 】

Quasi-stationary distributions have been used in biology to describe the steady state behaviour of Markovian population models which, while eventually certain to become extinct, nevertheless maintain an apparent stochastic equilibrium for long periods. However, they have substantial drawbacks; a Markov process may not possess any, or may have several, and their probabilities can be very difficult to determine. Here, we consider conditions under which an apparent stochastic equilibrium distribution can be identified and computed, irrespective of whether a quasi-stationary distribution exists, or is unique; we call it a quasi-equilibrium distribution. The results are applied to multi-dimensional Markov population processes. (C) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free