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

被引:20
|
作者
Clancy, D [1 ]
Pollett, PK
机构
[1] Univ Liverpool, Dept Math Sci, Liverpool L69 7ZL, Merseyside, England
[2] Univ Queensland, Dept Math, Brisbane, Qld 4072, Australia
关键词
likelihood ratio ordering; stochastic ordering; limiting conditional distribution;
D O I
10.1239/jap/1059060909
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
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页码:821 / 825
页数:5
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