ON THE QUASI-STATIONARY DISTRIBUTION FOR SOME RANDOMLY PERTURBED TRANSFORMATIONS OF AN INTERVAL

Citation
Fc. Klebaner et al., ON THE QUASI-STATIONARY DISTRIBUTION FOR SOME RANDOMLY PERTURBED TRANSFORMATIONS OF AN INTERVAL, The Annals of applied probability, 8(1), 1998, pp. 300-315
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
10505164
Volume
8
Issue
1
Year of publication
1998
Pages
300 - 315
Database
ISI
SICI code
1050-5164(1998)8:1<300:OTQDFS>2.0.ZU;2-M
Abstract
We consider a Markov chain X-n(epsilon) obtained by adding small noise to a discrete time dynamical system and study the chain's quasi-stati onary distribution (qsd). The dynamics are given by iterating a functi on f: I --> I for some interval I when f has finitely many fixed point s, some stable and some unstable. We show that under some conditions t he quasi-stationary distribution of the chain concentrates around the stable fixed points when epsilon --> 0. As a corollary, we obtain the result for the case when f has a single attracting cycle and perhaps r epelling cycles and fixed points. In this case, the quasi-stationary d istribution concentrates on the attracting cycle. The result applies t o the model of population dependent branching processes with periodic conditional mean function.