Electronic Journal of Probability

Minimal quasi-stationary distribution approximation for a birth and death process

Denis Villemonais

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Abstract

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.

Article information

Source
Electron. J. Probab., Volume 20 (2015), paper no. 30, 18 pp.

Dates
Accepted: 23 March 2015
First available in Project Euclid: 4 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1465067136

Digital Object Identifier
doi:10.1214/EJP.v20-3482

Mathematical Reviews number (MathSciNet)
MR3325100

Zentralblatt MATH identifier
1376.37019

Subjects
Primary: 37A25: Ergodicity, mixing, rates of mixing
Secondary: 60B10: Convergence of probability measures 60F99: None of the above, but in this section

Keywords
Particle system process with absorption quasi-stationary distributions birth and death processes

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

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


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