Title of article
A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic.
Author/Authors
Clancy، Damian نويسنده , , Pollett، Philip K. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-820
From page
821
To page
0
Abstract
For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation (phi) on the space of probability distributions on {1, 2,...}. In the case of a birth-death process, the components of (phi)(nu) can be written down explicitly for any given distribution (nu). Using this explicit representation, we will show that (phi) preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.
Keywords
limiting conditional distribution , Likelihood ratio ordering , stochastic ordering
Journal title
JOURNAL OF APPLIED PROBABILITY
Serial Year
2003
Journal title
JOURNAL OF APPLIED PROBABILITY
Record number
78413
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