Quasi-Stationary Distributions and Resilience: What to get from a sample?

Abstract : 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 $K\to+\infty$, the realizations of such processes get close, in any fixed finite-time window, to the trajectories of a dynamical system whose vector field is defined by the birth and death rates. Assuming that this dynamical has a unique attracting fixed point, we analyzed in a previous work what happens for large but finite $K$, especially the different time scales showing up. \newline In the present work, we are mainly interested in the following question: Observing a realization of the process, can we determine the so-called engineering resilience? To answer this question, we establish two relations which intermingle the resilience, which is a macroscopic quantity defined for the dynamical system, and the fluctuations of the process, which are microscopic quantities. Analogous relations are well known in nonequilibrium statistical mechanics. To exploit these relations, we need to introduce several estimators which we control for times between $\log K$ (time scale to converge to the qsd) and $\exp(K)$ (time scale of mean time to extinction). We also provide variance estimates. Along the way, we prove moment estimates of independent interest for the process started either from an arbitrary state or from the qsd. We also obtain weak convergence of the rescaled qsd to a Gaussian measure.
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Contributor : Jean-René Chazottes <>
Submitted on : Wednesday, July 3, 2019 - 8:04:02 AM
Last modification on : Friday, September 20, 2019 - 1:25:15 AM


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  • HAL Id : hal-02167101, version 1



Jean-René Chazottes, Pierre Collet, Servet Martinez, Sylvie Meleard. Quasi-Stationary Distributions and Resilience: What to get from a sample?. 2019. ⟨hal-02167101v1⟩



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