Total variation approximation for quasi-equilibrium distributions. II
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Abstract: Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an apparent stochastic equilibrium for long periods. These distributions have some drawbacks: they need not exist, nor be unique, and their calculation can present problems. In an earlier paper, we gave biologically plausible conditions under which the quasi-stationary distribution is unique, and can be closely approximated by distributions that are simple to compute. In this paper, we consider conditions under which the quasi-stationary distribution, if it exists, need not be unique, but an apparent stochastic equilibrium can nonetheless be identified and computed; we call such a distribution a quasi-equilibrium distribution.
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Cited in
(14)- Escape from the boundary in Markov population processes
- Bounding the equilibrium distribution of Markov population models.
- Regeneration-enriched Markov processes with application to Monte Carlo
- Reconciling theoretical approaches to stochastic path-occupancy metapopulation models
- On quantitative convergence to quasi-stationarity
- Equilibrium Distributions of Age Dependent Galton Watson Processes, II
- Evolutionary dynamics of infectious diseases in finite populations
- Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
- Total Variation Approximation for Quasi-Stationary Distributions
- Sensitivity Analysis of Quasi-Stationary Distributions (QSDs) of Mass-Action Systems
- Limits for density dependent time inhomogeneous Markov processes
- Quasi-stationary distributions and population processes
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- A low-rank technique for computing the quasi-stationary distribution of subcritical Galton-Watson processes
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