Article ID Journal Published Year Pages File Type
1155732 Stochastic Processes and their Applications 2012 17 Pages PDF
Abstract

Quasi-stationary distributions have been used in biology to describe the steady state behaviour of Markovian population models which, while eventually certain to become extinct, nevertheless maintain an apparent stochastic equilibrium for long periods. However, they have substantial drawbacks; a Markov process may not possess any, or may have several, and their probabilities can be very difficult to determine. Here, we consider conditions under which an apparent stochastic equilibrium distribution can be identified and computed, irrespective of whether a quasi-stationary distribution exists, or is unique; we call it a quasi-equilibrium distribution. The results are applied to multi-dimensional Markov population processes.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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