{"title":"多类型生-死过程的渐近持续时间公式","authors":"F. Ball, D. Clancy","doi":"10.1017/jpr.2022.102","DOIUrl":null,"url":null,"abstract":"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 \n$ {\\mathbb Z}_+^k$\n ; we allow the possibility that individuals’ lifetimes may follow more general distributions than the exponential distribution.","PeriodicalId":50256,"journal":{"name":"Journal of Applied Probability","volume":"60 1","pages":"895 - 920"},"PeriodicalIF":0.7000,"publicationDate":"2023-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotic persistence time formulae for multitype birth–death processes\",\"authors\":\"F. Ball, D. Clancy\",\"doi\":\"10.1017/jpr.2022.102\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract We consider a class of processes describing a population consisting of k types of individuals. The process is almost surely absorbed at the origin within finite time, and we study the expected time taken for such extinction to occur. We derive simple and precise asymptotic estimates for this expected persistence time, starting either from a single individual or from a quasi-equilibrium state, in the limit as a system size parameter N tends to infinity. Our process need not be a Markov process on \\n$ {\\\\mathbb Z}_+^k$\\n ; we allow the possibility that individuals’ lifetimes may follow more general distributions than the exponential distribution.\",\"PeriodicalId\":50256,\"journal\":{\"name\":\"Journal of Applied Probability\",\"volume\":\"60 1\",\"pages\":\"895 - 920\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2023-03-21\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Applied Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1017/jpr.2022.102\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1017/jpr.2022.102","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Asymptotic persistence time formulae for multitype birth–death processes
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.
期刊介绍:
Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used.
A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.