Year: 2024
Type: preprint
Abstract: We consider stochastic population processes that are almost surely absorbed at the origin within finite time. Our interest is in the quasistationary distribution, $\boldsymbol{u}$, and the expected time, $τ$, from quasistationarity to extinction, both of which we study via WKB approximation. This approach involves solving a Hamilton-Jacobi partial differential equation specific to the model. We provide conditions under which analytical solution of the Hamilton-Jacobi equation is possible, and give the solution. This provides a first approximation to both $\boldsymbol{u}$ and $τ$. We provide further conditions under which a corresponding `transport equation' may be solved, leading to an improved approximation of $\boldsymbol{u}$. For multitype birth and death processes, we then consider an alternative approximation for $\boldsymbol{u}$ that is valid close to the origin, provide conditions under which the elements of this alternative approximation may be found explicitly, and hence derive an improved approximation for $τ$. We illustrate our results in a number of applications.
Source: arXiv (Cornell University)
Author: Clancy, Damian
Institution: Maxwell Institute for Mathematical Sciences
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4405262000