Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains

DOI10.1017/APR.2021.20MaRDI QIDQ5066874zbMATH OpenOpenAlexFDO

Authors Nicolas Fraiman, Adam Waterbury, Amarjit Budhiraja

Publication date 31 March 2022

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

Full work available at URL https://arxiv.org/abs/1911.06707

zbMATH Keywords

long-time behaviorquasi-stationary distributionsrandom perturbationsuniform large deviation principles

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Large deviations (60F10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Population dynamics (general) (92D25)

Abstract: We consider a collection of Markov chains that model the evolution of multitype biological populations. The state space of the chains is the positive orthant, and the boundary of the orthant is absorbing representing the extinction states of different population types. We are interested in the long-term behavior of the Markov chain away from extinction, under a small noise scaling. Under this scaling, the trajectory of the Markov process over any compact interval converges in distribution to the solution of an ordinary differential equation (ODE) evolving in the positive orthant. We study the asymptotic behavior of the quasi-stationary distributions (QSD) in this scaling regime. Our main result shows that the limit points of the QSD are supported on the union of interior attractors of the flow determined by the ODE. We also give lower bounds on expected extinction times which scale exponentially with the system size. Results of this type when the deterministic dynamical system obtained under the scaling limit is given by a discrete time evolution equation and the dynamics are essentially in a compact space (namely, the one step map is a bounded function) have been studied by Faure and Schreiber (2014). Our results extend these to a setting of an unbounded state space and continuous time dynamics. The proofs rely on uniform large deviation results for small noise stochastic dynamical systems and methods from the theory of dynamical systems. In general QSD for Markov chains with absorbing states and unbounded state spaces may not exist. We study one basic family of Binomial-Poisson models in the positive orthant where one can use Lyapunov function methods to establish existence of QSD and also to argue the tightness of the QSD of the scaled sequence of Markov chains. The results from the first part are then used to characterize the support of limit points of this sequence of QSD.

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Cited in

(7)

• Reconciling theoretical approaches to stochastic path-occupancy metapopulation models
• The quasi-stationary distribution for small random perturbations of certain one-dimensional maps
• Transient dynamics of absorbed singular diffusions
• Low temperature asymptotics for quasistationary distributions in a bounded domain
• Quasi-stationary distributions for randomly perturbed dynamical systems
• Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise
• Concentration of quasi-stationary distributions for one-dimensional diffusions with applications

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