On the quasi-stationary distribution for some randomly perturbed transformations of an interval

Citation
C. Klebaner, Fima et al., On the quasi-stationary distribution for some randomly perturbed transformations of an interval, Annals of applied probability , 8(1), 1998, pp. 300-315
ISSN journal
10505164
Volume
8
Issue
1
Year of publication
1998
Pages
300 - 315
Database
ACNP
SICI code
Abstract
We consider a Markov chain X.n obtained by adding small noise to a discrete time dynamical system and study the chain's quasi-stationary distribution (qsd). The dynamics are given by iterating a function f:I.I for some interval I when f has finitely many fixed points, some stable and some unstable. We show that under some conditions the quasi-stationary distribution of the chain concentrates around the stable fixed points when ..0. As a corollary, we obtain the result for the case when f has a single attracting cycle and perhaps repelling cycles and fixed points. In this case, the quasi-stationary distribution concentrates on the attracting cycle. The result applies to the model of population dependent branching processes with periodic conditional mean function.