Quasi-Stationary Distributions

Quasi-Stationary Distributions
Title Quasi-Stationary Distributions PDF eBook
Author Pierre Collet
Publisher Springer Science & Business Media
Pages 288
Release 2012-10-24
Genre Mathematics
ISBN 3642331319

Download Quasi-Stationary Distributions Book in PDF, Epub and Kindle

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Quasi-Stationary Distributions

Quasi-Stationary Distributions
Title Quasi-Stationary Distributions PDF eBook
Author Pierre Collet
Publisher Springer Science & Business Media
Pages 288
Release 2012-10-25
Genre Mathematics
ISBN 3642331300

Download Quasi-Stationary Distributions Book in PDF, Epub and Kindle

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Quasi-Stationary Distributions

Quasi-Stationary Distributions
Title Quasi-Stationary Distributions PDF eBook
Author Pierre Collet
Publisher Springer
Pages 0
Release 2014-11-09
Genre Mathematics
ISBN 9783642428883

Download Quasi-Stationary Distributions Book in PDF, Epub and Kindle

Main concepts of quasi-stationary distributions (QSDs) for killed processes are the focus of the present volume. For diffusions, the killing is at the boundary and for dynamical systems there is a trap. The authors present the QSDs as the ones that allow describing the long-term behavior conditioned to not being killed. Studies in this research area started with Kolmogorov and Yaglom and in the last few decades have received a great deal of attention. The authors provide the exponential distribution property of the killing time for QSDs, present the more general result on their existence and study the process of trajectories that survive forever. For birth-and-death chains and diffusions, the existence of a single or a continuum of QSDs is described. They study the convergence to the extremal QSD and give the classification of the survival process. In this monograph, the authors discuss Gibbs QSDs for symbolic systems and absolutely continuous QSDs for repellers. The findings described are relevant to researchers in the fields of Markov chains, diffusions, potential theory, dynamical systems, and in areas where extinction is a central concept. The theory is illustrated with numerous examples. The volume uniquely presents the distribution behavior of individuals who survive in a decaying population for a very long time. It also provides the background for applications in mathematical ecology, statistical physics, computer sciences, and economics.

Quasi-stationary Distributions of Markov Chains

Quasi-stationary Distributions of Markov Chains
Title Quasi-stationary Distributions of Markov Chains PDF eBook
Author Barry Richard Flannery
Publisher
Pages 206
Release 1986
Genre
ISBN

Download Quasi-stationary Distributions of Markov Chains Book in PDF, Epub and Kindle

Quasi-stationary Distributions in a PH/PH/c Queue

Quasi-stationary Distributions in a PH/PH/c Queue
Title Quasi-stationary Distributions in a PH/PH/c Queue PDF eBook
Author Naoki Makimoto
Publisher
Pages 21
Release 1991
Genre
ISBN

Download Quasi-stationary Distributions in a PH/PH/c Queue Book in PDF, Epub and Kindle

Convergence of Quasi-stationary to Stationary Distributions for Stochastically Monotone Markov Processes

Convergence of Quasi-stationary to Stationary Distributions for Stochastically Monotone Markov Processes
Title Convergence of Quasi-stationary to Stationary Distributions for Stochastically Monotone Markov Processes PDF eBook
Author STANFORD UNIV CA DEPT OF STATISTICS.
Publisher
Pages 8
Release 1984
Genre
ISBN

Download Convergence of Quasi-stationary to Stationary Distributions for Stochastically Monotone Markov Processes Book in PDF, Epub and Kindle

It is shown that if a stochastically monotone Markov process of (0, infinity) with stationary distribution H has its state space truncated by making all states in (B, infinity) absorbing, then the quasi-stationary distribution of the new process coverages to H as B approaches limit of infinity. (Author).

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model

Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model
Title Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model PDF eBook
Author Ingemar Nåsell
Publisher Springer Science & Business Media
Pages 206
Release 2011-07-06
Genre Mathematics
ISBN 3642205291

Download Extinction and Quasi-Stationarity in the Stochastic Logistic SIS Model Book in PDF, Epub and Kindle

This volume presents explicit approximations of the quasi-stationary distribution and of the expected time to extinction from the state one and from quasi-stationarity for the stochastic logistic SIS model. The approximations are derived separately in three different parameter regions, and then combined into a uniform approximation across all three regions. Subsequently, the results are used to derive thresholds as functions of the population size N.