QUASI-STATIONARY DISTRIBUTIONS FOR RANDOMLY PERTURBED DYNAMICAL SYSTEMS

被引:25
|
作者
Faure, Mathieu
Schreiber, Sebastian J. [1 ]
机构
[1] Univ Calif Davis, Dept Ecol & Evolut, Davis, CA 95616 USA
来源
ANNALS OF APPLIED PROBABILITY | 2014年 / 24卷 / 02期
基金
美国国家科学基金会;
关键词
Random perturbations; quasi-stationary distributions; large deviations; nonlinear branching process; SMALL RANDOM PERTURBATIONS; MARKOV-CHAINS; PERSISTENCE; EXISTENCE; GAME; PERMANENCE; DISPERSAL; EVOLUTION; COHERENCE;
D O I
10.1214/13-AAP923
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
We analyze quasi-stationary distributions {mu(epsilon)}(epsilon>0) of a family of Markov chains {X-epsilon}(epsilon>0) that are random perturbations of a bounded, continuous map F : M -> M, where M is a closed subset of R-k. Consistent with many models in biology, these Markov chains have a closed absorbing set M-0 subset of M such that F(M-0) = M-0 and F (M \ M-0) = M \ M-0. Under some large deviations assumptions on the random perturbations, we show that, if there exists a positive attractor for F (i.e., an attractor for F in M \ M-0, then the weak* limit points of mu(epsilon) are supported by the positive attractors of F. To illustrate the broad applicability of these results, we apply them to nonlinear branching process models of metapopulations, competing species, host-parasitoid interactions and evolutionary games.
引用
收藏
页码:553 / 598
页数:46
相关论文
共 50 条
  • [1] On the quasi-stationary distribution for some randomly perturbed transformations of an interval
    Klebaner, FC
    Lazar, J
    Zeitouni, O
    [J]. ANNALS OF APPLIED PROBABILITY, 1998, 8 (01): : 300 - 315
  • [2] QUASI-STATIONARY DISTRIBUTIONS FOR PERTURBED DISCRETE TIME REGENERATIVE PROCESSES
    Petersson, Mikael
    [J]. THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS, 2013, 89 : 140 - 155
  • [3] EXISTENCE OF QUASI-STATIONARY DISTRIBUTIONS - A RENEWAL DYNAMICAL-APPROACH
    FERRARI, PA
    KESTEN, H
    MARTINEZ, S
    PICCO, P
    [J]. ANNALS OF PROBABILITY, 1995, 23 (02): : 501 - 521
  • [4] Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains
    Budhiraja, Amarjit
    Fraiman, Nicolas
    Waterbury, Adam
    [J]. Advances in Applied Probability, 2022, 54 (01) : 64 - 110
  • [5] Asymptotic Expansions for Stationary and Quasi-Stationary Distributions of Perturbed Semi-Markov Processes
    Silvestrov, Dmitrii
    Silvestrov, Sergei
    [J]. ICNPAA 2016 WORLD CONGRESS: 11TH INTERNATIONAL CONFERENCE ON MATHEMATICAL PROBLEMS IN ENGINEERING, AEROSPACE AND SCIENCES, 2017, 1798
  • [6] Analysis of distributed systems via quasi-stationary distributions
    Champagnat, Nicolas
    Schott, Rene
    Villemonais, Denis
    [J]. STOCHASTIC ANALYSIS AND APPLICATIONS, 2021, 39 (06) : 981 - 998
  • [7] VECTORIAL QUASI-STATIONARY DISTRIBUTIONS
    VOKHAC, K
    [J]. COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1968, 266 (17): : 867 - &
  • [8] QUASI-STATIONARY DISTRIBUTIONS FOR AUTOCATALYTIC REACTIONS
    PARSONS, RW
    POLLETT, PK
    [J]. JOURNAL OF STATISTICAL PHYSICS, 1987, 46 (1-2) : 249 - 254
  • [9] Quasi-stationary distributions for subcritical superprocesses
    Liu, Rongli
    Ren, Yan-Xia
    Song, Renming
    Sun, Zhenyao
    [J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2021, 132 : 108 - 134
  • [10] Quasi-stationary distributions for Levy processes
    Kyprianou, A. E.
    Palmowski, Z.
    [J]. BERNOULLI, 2006, 12 (04) : 571 - 581