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Asymptotic persistence time formulae for multitype birth–death processes

Part of: Markov processes

Published online by Cambridge University Press:  21 March 2023

Frank G Ball Open the ORCID record for Frank G Ball [Opens in a new window]  and
Damian Clancy Open the ORCID record for Damian Clancy [Opens in a new window]
Frank G Ball*
Affiliation:
University of Nottingham
Damian Clancy*
Affiliation:
Heriot-Watt University
*
*Postal address: School of Mathematical Sciences, University of Nottingham, Nottingham, NG7 2RD, UK. Email address: frank.ball@nottingham.ac.uk
**Postal address: Department of Actuarial Mathematics and Statistics, Maxwell Institute for Mathematical Sciences, Heriot-Watt University, Edinburgh, EH14 4AS, UK. Email address: d.clancy@hw.ac.uk
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Abstract

We consider a class of processes describing a population consisting of k types of individuals. The process is almost surely absorbed at the origin within finite time, and we study the expected time taken for such extinction to occur. We derive simple and precise asymptotic estimates for this expected persistence time, starting either from a single individual or from a quasi-equilibrium state, in the limit as a system size parameter N tends to infinity. Our process need not be a Markov process on $ {\mathbb Z}_+^k$; we allow the possibility that individuals’ lifetimes may follow more general distributions than the exponential distribution.

Keywords

Large deviationspopulation processesstochastic epidemic models

MSC classification

Primary: 60J27: Continuous-time Markov processes on discrete state spaces
Secondary: 92D30: Epidemiology 92D40: Ecology

Information

Type
Original Article
Information
Journal of Applied Probability , Volume 60 , Issue 3 , September 2023 , pp. 895 - 920
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Copyright
© The Author(s), 2023. Published by Cambridge University Press on behalf of Applied Probability Trust

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