A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic


Autoria(s): Clancy, D; Pollett, PK
Contribuinte(s)

C.C. Heyde

Data(s)

01/01/2003

Resumo

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

Identificador

http://espace.library.uq.edu.au/view/UQ:64368

Idioma(s)

eng

Publicador

Applied Probability Trust

Palavras-Chave #Statistics & Probability #Likelihood Ratio Ordering #Stochastic Ordering #Limiting Conditional Distribution #Convergence #Extinction #Model #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences
Tipo

Journal Article