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

  • CNRS

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Abstract

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.

Original languageEnglish
Pages (from-to)285-332
Number of pages48
JournalProbability Theory and Related Fields
Volume164
Issue number1-2
DOIs
Publication statusPublished - 1 Feb 2016

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