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Quasi-stationary distributions and resilience: What to get from a sample?

  • CNRS
  • University of Chile

Research output: Contribution to journalArticlepeer-review

Abstract

We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by K and in the limit K → +∞, the realizations of such processes get close, in any fixed finite-time window, to the trajectories of a dynamical system whose vector field is defined by the birth and death rates. Assuming this dynamical system has a unique attracting fixed point, we analyzed the behavior of these processes for finite K and finite times, “interpolating" between the two limiting regimes just mentioned. In the present work, we are mainly interested in the following question: Observing a realization of the process, can we determine the so-called engineering resilience? To answer this question, we establish two relations which intermingle the resilience, which is a macroscopic quantity defined for the dynamical system, and the fluctuations of the process, which are microscopic quantities. Analogous relations are well known in nonequilibrium statistical mechanics. To exploit these relations, we need to introduce several estimators which we control for times between log K (time scale to converge to the qsd) and exp(K) (time scale of mean time to extinction).

Original languageEnglish
Pages (from-to)943-980
Number of pages38
JournalJournal de l'Ecole Polytechnique - Mathematiques
Volume7
DOIs
Publication statusPublished - 1 Jan 2020

Keywords

  • Birth-and-death process
  • Dynamical system
  • Empirical estimators
  • Engineering resilience
  • Fluctuation-dissipation relation
  • Quasi-stationary distribution

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