On time scales and quasi-stationary distributions for multitype birth-and-death processes

TL;DR

This paper analyzes multitype birth-and-death processes with a focus on their long-term behavior near a stable fixed point, establishing the existence of quasi-stationary distributions and estimating extinction times for large population scales.

Contribution

It provides rigorous bounds on the convergence to quasi-stationary distributions and quantifies the process's behavior around the fixed point for finite population scales.

Findings

Existence of a quasi-stationary distribution with exponentially small total variation distance

Estimate of mean extinction time in the quasi-stationary distribution

Quantification of the process's law relative to extinction and quasi-stationary states for large populations

Abstract

We consider a class of birth-and-death processes describing a population made of $d$ sub-populations of different types which interact with one another. The state space is $\mathbb{Z}_+^d$ (unbounded). We assume that the population goes almost surely to extinction, so that the unique stationary distribution is the Dirac measure at the origin. These processes are parametrized by a scaling parameter $K$ which can be thought as the order of magnitude of the total size of the population at time $0$. For any fixed finite time span, it is well-known that such processes, when renormalized by $K$, are close, in the limit $K\to+\infty$, to the solutions of a certain differential equation in $\mathbb{R}_+^d$ whose vector field is determined by the birth and death rates. We consider the case where there is a unique attractive fixed point (off the boundary of the positive orthant) for the vector field (while the origin is repulsive). What is expected is that, for $K$ large, the process will stay in the vicinity of the fixed point for a very long time before being absorbed at the origin. To precisely describe this behavior, we prove the existence of a quasi-stationary distribution (qsd). In fact, we establish a bound for the total variation distance between the process conditioned to non-extinction before time $t$ and the qsd. This bound is exponentially small in $t$, for $t\gg \log K$. As a by-product, we obtain an estimate for the mean time to extinction in the qsd. We also quantify how close is the law of the process (not conditioned to non-extinction) either to the Dirac measure at the origin or to the qsd, for times much larger than $\log K$ and much smaller than the mean time to extinction, which is exponentially large as a function of $K$. Let us stress that we are interested in what happens for finite $K$. We obtain results much beyond what large deviation techniques could provide.