Browsing by Subject "Quasi-stationary distribution"
Now showing items 1-5 of 5
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(Society for Industrial and Applied Mathematics Publications, 2019)We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line [A, +∞) withA>0 fixed; the state space’s left endpoint is assumed ...
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(Academic Press Inc., 2019)In the paper ‘A probabilistic analysis of a discrete-time evolution in recombination’ [4] the evolution of the recombination transformation Ξ=∑δρδ⨂J∈δμJ was described by a Markov chain (Yn) on a set of partitions, which ...
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(2009)In this paper we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to−∞at the origin, and the diffusion to have an entrance boundary at +∞. These ...
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(Ecole Polytechnique, 2020)We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by K and in the limit K ! +1, the realizations ...
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(2011)We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a ...