Electronic Journal of Probability
- Electron. J. Probab.
- Volume 20 (2015), paper no. 30, 18 pp.
Minimal quasi-stationary distribution approximation for a birth and death process
In a first part, we prove a Lyapunov-type criterion for the $\xi_1$-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.
Electron. J. Probab., Volume 20 (2015), paper no. 30, 18 pp.
Accepted: 23 March 2015
First available in Project Euclid: 4 June 2016
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Villemonais, Denis. Minimal quasi-stationary distribution approximation for a birth and death process. Electron. J. Probab. 20 (2015), paper no. 30, 18 pp. doi:10.1214/EJP.v20-3482. https://projecteuclid.org/euclid.ejp/1465067136