Minimal quasi-stationary distribution approximation for a birth and death process
Denis Villemonais (INRIA Sophia Antipolis / INRIA Nancy - Grand Est/, IECN, Mines Nancy)

TL;DR
This paper develops a criterion for positive recurrence in birth-death processes and demonstrates that a Fleming-Viot particle system's empirical distribution converges to the minimal quasi-stationary distribution.
Contribution
It introduces a Lyapunov-type criterion for recurrence and proves convergence of a particle system to the minimal quasi-stationary distribution.
Findings
Lyapunov criterion for positive recurrence established
Convergence of empirical distributions to the minimal quasi-stationary distribution proven
New insights into the domain of attraction for quasi-stationary distributions
Abstract
In a first part, we prove a Lyapunov-type criterion for the -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 . 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.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Diffusion and Search Dynamics · Random Matrices and Applications
