<p>We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution,&#xa0;<InlineEquation ID="IEq1"> <EquationSource Format="TEX">\({\varvec{u}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">u</mi> </mrow> </math></EquationSource> </InlineEquation>, and the expected time, <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\tau \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>τ</mi> </math></EquationSource> </InlineEquation>, 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&#xa0;<InlineEquation ID="IEq3"> <EquationSource Format="TEX">\({\varvec{u}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">u</mi> </mrow> </math></EquationSource> </InlineEquation> and&#xa0;<InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\tau \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>τ</mi> </math></EquationSource> </InlineEquation>. We provide further conditions under which a corresponding ‘transport equation’ may be solved, leading to an improved approximation of&#xa0;<InlineEquation ID="IEq5"> <EquationSource Format="TEX">\({\varvec{u}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">u</mi> </mrow> </math></EquationSource> </InlineEquation>. For multitype birth and death processes, we then consider an alternative approximation for&#xa0;<InlineEquation ID="IEq6"> <EquationSource Format="TEX">\({\varvec{u}}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="bold-italic">u</mi> </mrow> </math></EquationSource> </InlineEquation> 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&#xa0;<InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\tau \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>τ</mi> </math></EquationSource> </InlineEquation>. We illustrate our results in a number of applications.</p>

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Quasistationarity and extinction for population processes under asymptotic reversibility conditions

  • Damian Clancy

摘要

We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution,  \({\varvec{u}}\) u , and the expected time, \(\tau \) 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  \({\varvec{u}}\) u and  \(\tau \) τ . We provide further conditions under which a corresponding ‘transport equation’ may be solved, leading to an improved approximation of  \({\varvec{u}}\) u . For multitype birth and death processes, we then consider an alternative approximation for  \({\varvec{u}}\) 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  \(\tau \) τ . We illustrate our results in a number of applications.