Search Results - subject:"quasi-stationary distribution"

Miclo, Laurent - 2020

Persistent link: https://www.econbiz.de/10012264698

Modelling language extinction using susceptible-infectious-removed (sir) model

Ikoba, N. A.; Jolayemi, E. T. - In: Statistics in transition : an international journal of … 20 (2019) 4, pp. 71-87

The study presents a stochastic epidemic model applied to the model of indigenous language extinction. The Susceptible-Infectious-Removed (SIR) categorization of an endemic disease has been reformulated to capture the dynamics of indigenous language decline, based on the assumption of...

Persistent link: https://www.econbiz.de/10012158167

A remark on quasi-ergodicity of ultracontractive Markov processes

Chen, Jinwen; Jian, Siqi - In: Statistics & Probability Letters 87 (2014) C, pp. 184-190

In this note we show that for a killed Markov process determined by a certain selfadjoint operator on a bounded domain, there are two quite different quasi-ergodic behaviors, corresponding to the Yaglom limit and a certain “fractional” Yaglom limit respectively. We also show that the high...

Persistent link: https://www.econbiz.de/10011040160

The coalescent point process of multi-type branching trees

Popovic, Lea; Rivas, Mariolys - In: Stochastic Processes and their Applications 124 (2014) 12, pp. 4120-4148

We define a multi-type coalescent point process of a general branching process with countably many types. This multi-type coalescent fully describes the genealogy of the (quasi-stationary) standing population providing types along ancestral lineages of all individuals in the standing population....

Persistent link: https://www.econbiz.de/10010940002

Large deviations and related problems for absorbing Markov chains

Chen, Jinwen; Deng, Xiaoxue - In: Stochastic Processes and their Applications 123 (2013) 6, pp. 2398-2418

In this paper, large deviations and their connections with several other fundamental topics are investigated for absorbing Markov chains. A variational representation for the Dirichlet principal eigenvalues is given by the large deviation approach. Kingman’s decay parameters and mean ratio...

Persistent link: https://www.econbiz.de/10011065068

Conditions for the existence of quasi-stationary distributions for birth–death processes with killing

Doorn, Erik A. van - In: Stochastic Processes and their Applications 122 (2012) 6, pp. 2400-2410

-dimensional diffusions with killing, Ann. Probab. 40 (2012) 162–212] we show that a quasi-stationary distribution exists if the decay rate of … most finitely many killing rates then a quasi-stationary distribution exists if and only if the process one obtains by … at 0 is certain we are interested in additional conditions on the transition rates for the existence of a quasi-stationary …

Persistent link: https://www.econbiz.de/10011065083

Minimal quasi-stationary distributions under nullR-recurrence

Moler, José; Plo, Fernando; Miguel, Miguel - In: TEST: An Official Journal of the Spanish Society of … 9 (2000) 2, pp. 455-470

Persistent link: https://www.econbiz.de/10005613263