dc.contributor.supervisor |
Lekgari, Mokaedi |
|
dc.contributor.author |
Ndovie, Aubrey |
|
dc.date.accessioned |
2023-02-01T13:59:09Z |
|
dc.date.available |
2023-02-01T13:59:09Z |
|
dc.date.issued |
2022-08 |
|
dc.identifier.citation |
Ndovie, A. (2022) Exponential convergence to a quasi-stationary distribution with applications to birth and death processes, Master's thesis, Botswana International University of Science and Technology: Palapye |
en_US |
dc.identifier.uri |
http://repository.biust.ac.bw/handle/123456789/523 |
|
dc.description.abstract |
In this project we study the exponential convergence of Markov processes to
quasi-stationary distributions (QSDs) with applications. Quasi-stationary
distributions are useful when it comes to understanding the behavior of
stochastic processes which appear to be persistent over a long time period
before reaching extinction. A review of the concept of stationarity and ergodicity is given. Next quasi-stationarity is defined. A simple example that
illustrates quasi-stationarity is considered- specifically the example of the finite state case. Finally, we choose a Corona Virus model, convert it to a
birth and death process, then show that it converges to a particular QSD
exponentially, we also choose the compartment of infected persons from the
model and show that it is a branching process that also converges to a QSD
over time. |
en_US |
dc.language.iso |
en |
en_US |
dc.publisher |
Botswana International University of Science and Technology (BIUST) |
en_US |
dc.subject |
Markov processes |
en_US |
dc.subject |
Stochastic processes |
en_US |
dc.subject |
Quasi-stationarity |
en_US |
dc.subject |
Corona Virus model |
en_US |
dc.title |
Exponential convergence to a quasi-stationary distribution with applications to birth and death processes |
en_US |
dc.description.level |
msc |
en_US |
dc.dc.description |
Thesis (MSc of Science in Statistics--Botswana International University of Science and Technology, 2022 |
|
dc.description.accessibility |
unrestricted |
en_US |
dc.description.department |
mss |
en_US |