QUASI-STATIONARY DISTRIBUTIONS AND DIFFUSION MODELS IN POPULATION DYNAMICS

被引:100
作者
Cattiaux, Patrick [1 ,2 ]
Collet, Pierre [3 ]
Lambert, Amaury [4 ]
Martinez, Servet [5 ,6 ]
Meleard, Sylvie [1 ]
San Martin, Jaime [5 ,6 ]
机构
[1] Ecole Polytech, CMAP, F-91128 Palaiseau, France
[2] Univ Toulouse 3, Inst Math, Lab Stat & Probabilites, F-31062 Toulouse 09, France
[3] Ecole Polytech, CPHT, CNRS, UMR 7644, F-91128 Palaiseau, France
[4] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, F-75252 Paris 05, France
[5] Univ Chile, Fac Ciencias Fis & Matemat, Dept Ingn Matemat, Santiago, Chile
[6] Univ Chile, Fac Ciencias Fis & Matemat, Ctr Modelamiento Matemat, Santiago, Chile
关键词
Quasi-stationary distribution; birth-death process; population dynamics; logistic growth; generalized Feller diffusion; Yaglom limit; convergence rate; Q-process; entrance boundary at infinity; ONE-DIMENSIONAL DIFFUSIONS; BRANCHING-PROCESS; MARKOV-CHAINS; CONVERGENCE;
D O I
10.1214/09-AOP451
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to -infinity at the origin, and the diffusion to have an entrance boundary at +infinity. These diffusions arise as images, by a deterministic map, of generalized Feller diffusions, which themselves are obtained as limits of rescaled birth-death processes. Generalized Feller diffusions take nonnegative values and are absorbed at zero in finite time with probability 1. An important example is the logistic Feller diffusion. We give sufficient conditions on the drift near 0 and near +infinity for the existence of quasi-stationary distributions, as well as rate of convergence in the Yaglom limit and existence of the Q-process. We also show that, under these conditions, there is exactly one quasi-stationary distribution, and that this distribution attracts all initial distributions under the conditional evolution, if and only if +infinity is an entrance boundary. In particular, this gives a sufficient condition for the uniqueness of quasi-stationary distributions. In the proofs spectral theory plays an important role on L-2 of the reference measure for the killed process.
引用
收藏
页码:1926 / 1969
页数:44
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