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2015 Minimal quasi-stationary distribution approximation for a birth and death process
Denis Villemonais
Author Affiliations +
Electron. J. Probab. 20: 1-18 (2015). DOI: 10.1214/EJP.v20-3482

Abstract

In a first part, we prove a Lyapunov-type criterion for the $\xi_1$-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 0. 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.

Citation

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Denis Villemonais. "Minimal quasi-stationary distribution approximation for a birth and death process." Electron. J. Probab. 20 1 - 18, 2015. https://doi.org/10.1214/EJP.v20-3482

Information

Accepted: 23 March 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1376.37019
MathSciNet: MR3325100
Digital Object Identifier: 10.1214/EJP.v20-3482

Subjects:
Primary: 37A25
Secondary: 60B10 , 60F99

Keywords: birth and death processes , Particle system , process with absorption , Quasi-stationary distributions

Vol.20 • 2015
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