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Equilibrium distributions Markov population processes

Published online by Cambridge University Press:  01 July 2016

A. D. Barbour
A. D. Barbour*
Affiliation:
Gonville and Caius College, Cambridge
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Abstract

Distributional limit theorems, together with rates of convergence, are obtained for the equilibrium distributions of a wide variety of one-dimensional Markov population processes. Three separate cases are considered. First, in the standard setting, the convergence as N→∞ of √N(xN-c) to a normal distribution is established, together with a rate of convergence of O(N−1/2), under weaker conditions than those previously imposed: here, c represents the unique equilibrium of the deterministic equations ẋ = F(x), and xN denotes the population process under its equilibrium distribution. This convergence holds if F′(c)<0: the next section shows that, if F′(c) = 0, both the normalization and the limit distribution are different. Finally, sequences of processes xN suitable for approximating genetical models are considered. In these circumstances, xN itself converges in distribution as N→∞, and the convergence rate is essentially O(N-1), though modification is sometimes needed near natural boundaries.

Keywords

DENSITY-DEPENDENT MARKOV POPULATION PROCESSEQUILIBRIUM DISTRIBUTIONRATES OF CONVERGENCE
Type
Research Article
Information
Advances in Applied Probability , Volume 12 , Issue 3 , September 1980 , pp. 591 - 614
Copyright
Copyright © Applied Probability Trust 1980 

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