Speed of coming down from infinity for birth-and-death processes

DOI10.1017/APR.2016.70zbMATH Open1358.60087arXiv1504.08160OpenAlexW2138145134MaRDI QIDQ2963690FDOQ2963690

Authors: Vincent Bansaye, Sylvie Méléard, Mathieu Richard 

Publication date: 21 February 2017

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: We finely describe the speed of "coming down from infinity" for birth and death processes which eventually become extinct. Under general assumptions on the birth and death rates, we firstly determine the behavior of the successive hitting times of large integers. We put in light two different regimes depending on whether the mean time for the process to go from $n+1$ to $n$ is negligible or not compared to the mean time to reach $n$ from infinity. In the first regime, the coming down from infinity is very fast and the convergence is weak. In the second regime, the coming down from infinity is gradual and a law of large numbers and a central limit theorem for the hitting times sequence hold. By an inversion procedure, we deduce that the process is a.s. equivalent to a non-increasing function when the time goes to zero. Our results are illustrated by several examples including applications to population dynamics and population genetics. The particular case where the death rate varies regularly is studied in details.

Full work available at URL: https://arxiv.org/abs/1504.08160

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zbMATH Keywords

central limit theorempopulation geneticshitting timespopulation dynamicsbirth-and-death processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of branching processes (60J85) Population dynamics (general) (92D25) Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

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