Abstract
For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martínez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Φ on the space of probability distributions on {1, 2,...}. In the case of a birth-death process, the components of Φ(ν) can be written down explicitly for any given distribution ν. Using this explicit representation, we will show that Φ preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefèvre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.
| Original language | English |
|---|---|
| Pages (from-to) | 821-825 |
| Number of pages | 5 |
| Journal | Journal of Applied Probability |
| Volume | 40 |
| DOIs | |
| Publication status | Published - 2003 |
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