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| Format: | Preprint |
| Veröffentlicht: |
2026
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| Online-Zugang: | https://arxiv.org/abs/2604.20435 |
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| _version_ | 1866918461726261248 |
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| author | Nguyen, Nhu Nguyen, Dang H. |
| author_facet | Nguyen, Nhu Nguyen, Dang H. |
| contents | We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates). While the latter is typically sharp, the former is often restrictive and can be improved. Building on the ideas initiated in \cite{benaim2018stochastic}, we develop a streamlined approach that relaxes this boundedness condition and yields concise and accessible criteria for extinction.
In particular, we establish extinction criteria in two settings: with and without a linearly bounded quadratic variation condition. In the first case, our result is comparable to, and slightly improves upon, the main results in \cite{foldes2024stochastic}. In the second case, where the quadratic variation is not linearly bounded, we obtain new extinction results that fall outside the scope of existing frameworks.
Several examples are provided to illustrate the applicability of our results and to highlight situations where previous conditions are not practically verifiable. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_20435 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Stochastic Extinction with Relaxed Boundedness Conditions Nguyen, Nhu Nguyen, Dang H. Probability We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates). While the latter is typically sharp, the former is often restrictive and can be improved. Building on the ideas initiated in \cite{benaim2018stochastic}, we develop a streamlined approach that relaxes this boundedness condition and yields concise and accessible criteria for extinction. In particular, we establish extinction criteria in two settings: with and without a linearly bounded quadratic variation condition. In the first case, our result is comparable to, and slightly improves upon, the main results in \cite{foldes2024stochastic}. In the second case, where the quadratic variation is not linearly bounded, we obtain new extinction results that fall outside the scope of existing frameworks. Several examples are provided to illustrate the applicability of our results and to highlight situations where previous conditions are not practically verifiable. |
| title | Stochastic Extinction with Relaxed Boundedness Conditions |
| topic | Probability |
| url | https://arxiv.org/abs/2604.20435 |