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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Accesso online: | https://arxiv.org/abs/2412.07398 |
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| _version_ | 1866913605717327872 |
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| author | Clancy, Damian |
| author_facet | Clancy, Damian |
| contents | We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $τ$, from quasistationarity to extinction, both of which we study via WKB approximation. This approach involves solving a Hamilton-Jacobi partial differential equation specific to the model. We provide conditions under which analytical solution of the Hamilton-Jacobi equation is possible, and give the solution. This provides a first approximation to both $\boldsymbol{u}$ and $τ$. We provide further conditions under which a corresponding `transport equation' may be solved, leading to an improved approximation of $\boldsymbol{u}$. For multitype birth and death processes, we then consider an alternative approximation for $\boldsymbol{u}$ that is valid close to the origin, provide conditions under which the elements of this alternative approximation may be found explicitly, and hence derive an improved approximation for $τ$. We illustrate our results in a number of applications. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_07398 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Quasistationarity and extinction for population processes Clancy, Damian Probability We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $τ$, from quasistationarity to extinction, both of which we study via WKB approximation. This approach involves solving a Hamilton-Jacobi partial differential equation specific to the model. We provide conditions under which analytical solution of the Hamilton-Jacobi equation is possible, and give the solution. This provides a first approximation to both $\boldsymbol{u}$ and $τ$. We provide further conditions under which a corresponding `transport equation' may be solved, leading to an improved approximation of $\boldsymbol{u}$. For multitype birth and death processes, we then consider an alternative approximation for $\boldsymbol{u}$ that is valid close to the origin, provide conditions under which the elements of this alternative approximation may be found explicitly, and hence derive an improved approximation for $τ$. We illustrate our results in a number of applications. |
| title | Quasistationarity and extinction for population processes |
| topic | Probability |
| url | https://arxiv.org/abs/2412.07398 |