The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
We analyse the quasi-stationary distributions of the family of Markov chains {Xn[var epsilon]},[var epsilon]>0, obtained from small non-local random perturbations of iterates of a map f : I-->I on a compact interval. The class of maps considered is slightly more general than the class of one-dimensional Axiom A maps. Under certain conditions on the dynamics, we show that as [var epsilon]-->0 the limit quasi-stationary distribution of the family of Markov chains is supported on the union of the periodic attractors of the map f. Moreover, we show that these conditions are satisfied by Markov chains obtained as perturbations of the logistic map f(x)=[mu]x(1-x) by additive Gaussian noise and also by Markov chains that model density-dependent branching processes.
Year of publication: |
1999
|
---|---|
Authors: | Ramanan, Kavita ; Zeitouni, Ofer |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 84.1999, 1, p. 25-51
|
Publisher: |
Elsevier |
Keywords: | Quasi-stationary distribution One-dimensional dynamics Axiom A maps Periodic attractors Logistic map Density-dependent branching processes |
Saved in:
Saved in favorites
Similar items by person
-
The Skorokhod problem in a time-dependent interval
Burdzy, Krzysztof, (2009)
-
A time-reversed representation for the tail probabilities of stationary reflected Brownian motion
Dupuis, Paul, (2002)
-
Directional Derivatives of Oblique Reflection Maps
Mandelbaum, Avi, (2010)
- More ...