• Medientyp: E-Artikel
  • Titel: Approximating Quasistationary Distributions of Birth–Death Processes
  • Beteiligte: Clancy, Damian
  • Erschienen: Cambridge University Press (CUP), 2012
  • Erschienen in: Journal of Applied Probability
  • Sprache: Englisch
  • DOI: 10.1239/jap/1354716656
  • ISSN: 0021-9002; 1475-6072
  • Schlagwörter: Statistics, Probability and Uncertainty ; General Mathematics ; Statistics and Probability
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  • Beschreibung: <jats:p>For a sequence of finite state space birth–death processes, each having a single absorbing state, we show that, under certain conditions, as the size of the state space tends to infinity, the quasistationary distributions converge to the stationary distribution of a limiting infinite state space birth–death process. This generalizes a result of Keilson and Ramaswamy by allowing birth and death rates to depend upon the size of the state space. We give sufficient conditions under which the convergence result of Keilson and Ramaswamy remains valid. The generalization allows us to apply our convergence result to examples from population biology: a Pearl–Verhulst logistic population growth model and the susceptible-infective-susceptible (SIS) model for infectious spread. The limit distributions obtained suggest new finite-population approximations to the quasistationary distributions of these models, obtained by the method of cumulant closure. The new approximations are found to be both simple in form and accurate.</jats:p>