Quasi-stationary distributions for randomly perturbed dynamical systems

Citation
Faure, Mathieu et J. Schreiber, Sebastian, Quasi-stationary distributions for randomly perturbed dynamical systems, Annals of applied probability , 24(2), 2014, pp. 553-598
ISSN journal
10505164
Volume
24
Issue
2
Year of publication
2014
Pages
553 - 598
Database
ACNP
SICI code
Abstract
We analyze quasi-stationary distributions {..}.>0 of a family of Markov chains {X.}.>0 that are random perturbations of a bounded, continuous map F:M.M, where M is a closed subset of Rk. Consistent with many models in biology, these Markov chains have a closed absorbing set M0.M such that F(M0)=M0 and F(M.M0)=M.M0. Under some large deviations assumptions on the random perturbations, we show that, if there exists a positive attractor for F (i.e., an attractor for F in M.M0), then the weak* limit points of .. are supported by the positive attractors of F. To illustrate the broad applicability of these results, we apply them to nonlinear branching process models of metapopulations, competing species, host-parasitoid interactions and evolutionary games.