We study a continuous-time discrete population structured by a vector of ages. Individuals reproduce asexually, age and die. The death rate takes interactions into account. Adapting the approach of Fournier and Méléard, we show that in a large population limit, the microscopic process converges to the measure-valued solution of an equation that generalizes the McKendrick-Von Foerster and Gurtin-McCamy PDEs in demography. The large deviations associated with this convergence are studied. The upper-bound is established via exponential tightness, the difficulty being that the marginals of our measure-valued processes are not of bounded masses. The local minoration is proved by linking the trajectories of the action functional's domain to the solutions of perturbations of the PDE obtained in the large population limit. The use of Girsanov theorem then leads us to regularize these perturbations. As an application, we study the logistic age-structured population. In the super-critical case, the deterministic approximation admits a non trivial stationary stable solution, whereas the stochastic microscopic process gets extinct almost surely. We establish estimates of the time during which the microscopic process stays in the neighborhood of the large population equilibrium by generalizing the works of Freidlin and Ventzell to our measure-valued setting.
Mots-clés : age-structured population, interacting measure-valued process, large population approximation, large deviations, exit time estimates, Gurtin-McCamy PDE, extinction time
@article{PS_2008__12__345_0, author = {Tran, Viet Chi}, title = {Large population limit and time behaviour of a stochastic particle model describing an age-structured population}, journal = {ESAIM: Probability and Statistics}, pages = {345--386}, publisher = {EDP-Sciences}, volume = {12}, year = {2008}, doi = {10.1051/ps:2007052}, mrnumber = {2404035}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2007052/} }
TY - JOUR AU - Tran, Viet Chi TI - Large population limit and time behaviour of a stochastic particle model describing an age-structured population JO - ESAIM: Probability and Statistics PY - 2008 SP - 345 EP - 386 VL - 12 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps:2007052/ DO - 10.1051/ps:2007052 LA - en ID - PS_2008__12__345_0 ER -
%0 Journal Article %A Tran, Viet Chi %T Large population limit and time behaviour of a stochastic particle model describing an age-structured population %J ESAIM: Probability and Statistics %D 2008 %P 345-386 %V 12 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps:2007052/ %R 10.1051/ps:2007052 %G en %F PS_2008__12__345_0
Tran, Viet Chi. Large population limit and time behaviour of a stochastic particle model describing an age-structured population. ESAIM: Probability and Statistics, Tome 12 (2008), pp. 345-386. doi : 10.1051/ps:2007052. http://www.numdam.org/articles/10.1051/ps:2007052/
[1] Stopping times and tightness. Ann. Probab. 6 (1978) 335-340. | MR | Zbl
,[2] Branching Processes. Springer edition (1970). | MR | Zbl
and ,[3] On age-dependent binary branching processes. Ann. Math. 55 (1952) 280-295. | MR | Zbl
and ,[4] Convergence of Probability Measures. John Wiley & Sons (1968). | MR | Zbl
,[5] The support functionals of a convex set, in Proc. Sympos. Pure Math. Amer. Math. Soc., Ed. Providence 7 (1963) 27-35. | MR | Zbl
and ,[6] A class of nonlinear diffusion problems in age-dependent population dynamics. Nonlinear Anal. 7 (1983) 501-529. | MR | Zbl
and ,[7] Individual-based probabilistic models of adpatative evolution and various scaling approximations, in Proceedings of the 5th seminar on Stochastic Analysis, Random Fields and Applications, Probability in Progress Series, Ascona, Suisse (2006). Birkhauser. | Zbl
, and ,[8] Unifying evolutionary dynamics: from individual stochastic processes to macroscopic models via timescale separation. Theoretical Population Biology (2006). | Zbl
, and ,[9] A general age-dependent branching process i. J. Math. Anal. Appl. 24 (1968) 494-508. | Zbl
and ,[10] A general age-dependent branching process ii. J. Math. Anal. Appl. 25 (1969) 8-17. | MR | Zbl
and ,[11] Large deviations from the McKean-Vlasov limit for weakly interacting diffusions. Stochastics 20 (1987) 247-308. | MR | Zbl
and ,[12] Large Deviation Techniques and Applications. Jones and Bartlett Publishers, Boston (1993). | MR | Zbl
and ,[13] Age-dependent birth and death processes. Z. Wahrscheinlichkeitstheorie verw. 22 (1972) 69-90. | MR | Zbl
,[14] Convex Analysis and Variational Problems. North-Holland, Amsterdam (1976). | MR | Zbl
and ,[15] Partial Differential Equations, Grad. Stud. Math. 19 American Mathematical Society (1998). | Zbl
,[16] Some remarks on changing populations, in The Kinetics of Cellular Proliferation, Grune & Stratton Ed., New York (1959) 382-407.
,[17] A microscopic probabilistic description of a locally regulated population and macroscopic approximations. Ann. Appl. Probab. 14 (2004) 1880-1919. | MR | Zbl
and ,[18] Random Perturbations of Dynamical Systems. Springer-Verlag (1984). | MR | Zbl
and ,[19] On the probability of the extinction of families. J. Anthropol. Inst. Great B. and Ireland 4 (1874) 138-144.
and ,[20] A large deviation principle for a large star-shaped loss network with links of capacity one. Markov Processes and Related Fields 3 (1997) 475-492. | MR | Zbl
and ,[21] An upper bound of large deviations for a generalized star-shaped loss network. Markov Processes and Related Fields 3 (1997) 199-224. | MR | Zbl
and ,[22] Nonlinear age-dependent population dynamics. Arch. Rat. Mech. Anal. 54 (1974) 281-300. | MR | Zbl
and ,[23] The Theory of Branching Processes. Springer, Berlin (1963). | MR | Zbl
,[24] Existence of phase transitions for long-range interactions. Comm. Math. Phys. 43 (1975) 59-68. | MR | Zbl
,[25] Limit Theorems for Stochastic Processes. Springer-Verlag, Berlin (1987). | MR | Zbl
and ,[26] A general stochastic model for population development. Skand. Aktuarietidskr 52 (1969) 84-103. | MR | Zbl
,[27] Population-size-dependent and age-dependent branching processes. Stochastic Process Appl. 87 (2000) 235-254. | MR | Zbl
and ,[28] On the skorokhod topology. Ann. Inst. H. Poincaré 22 (1986) 263-285. | Numdam | MR | Zbl
,[29] Weak convergence of sequences of semimartingales with applications to multitype branching processes. Advances in Applied Probability 18 (1986) 20-65. | MR | Zbl
and ,[30] Stochastic processes and population growth. J. Roy. Statist. Sec., Ser. B 11 (1949) 230-264. | MR | Zbl
,[31] Grandes déviations pour un système hydrodynamique asymétrique de particules indépendantes. Ann. Inst. H. Poincaré 31 (1995) 223-248. | Numdam | MR | Zbl
and ,[32] On large deviations for particle systems associated with spatially homogeneous boltzmann type equations. Probab. Theory Related Fields 101 (1995) 1-44. | MR | Zbl
,[33] T.R. Malthus, An Essay on the Principle of Population. J. Johnson St. Paul's Churchyard (1798).
[34] On the global stability of the logistic age dependent population growth. J. Math. Biol. 15 (1982) 215-226. | MR | Zbl
,[35] Applications of mathematics to medical problems. Proc. Edin. Math. Soc. 54 (1926) 98-130. | JFM
,[36] Sur les convergences étroite ou vague de processus à valeurs mesures. C.R. Acad. Sci. Paris, Série I 317 (1993) 785-788. | MR | Zbl
and ,[37] Age-structured trait substitution sequence process and canonical equation. Submitted.
and .[38] Stability of markovian processes iii: Foster-lyapunov criteria for continuous-time processes. Advances in Applied Probability 25 (1993) 518-548. | MR | Zbl
and ,[39] Limit theorem for age-structured populations. Ann. Probab. (1990). | MR | Zbl
,[40] Stochastic Equations in Infinite Dimensions. Cambridge Uiversity Press (1992). | MR | Zbl
and ,[41] Probability Metrics and the Stability of Stochastic Models, John Wiley & Sons (1991). | MR | Zbl
,[42] Theory of Orlicz spaces. M. Dekker, New York (1991). | MR | Zbl
and ,[43] A criterion of convergence of measure-valued processes: Application to measure branching processes. Stochastics 17 (1986) 43-65. | MR | Zbl
,[44] Real and Complex Analysis. McGraw-Hill International Editions, third edition (1987). | MR | Zbl
,[45] A problem in age distribution. Philos. Mag. 21 (1911) 435-438. | JFM
and ,[46] Representation and approximation of large population age distributions using poisson random measures. Stochastic Process. Appl. 26 (1987) 237-255. | MR | Zbl
,[47] Modèles particulaires stochastiques pour des problèmes d'évolution adaptative et pour l'approximation de solutions statistiques. Ph.D. thesis, Université Paris X - Nanterre. http://tel.archives-ouvertes.fr/tel-00125100.
,[48] Notice sur la loi que la population suit dans son accroissement. Correspondance Mathématique et Physique 10 (1838) 113-121.
,[49] Topics in Optimal Transportation. American Mathematical Society (2003). | MR | Zbl
,[50] A central limit theorem for age- and density-dependent population processes. Stochastic Process. Appl. 5 (1977) 173-193. | MR | Zbl
,[51] Theory of Nonlinear Age-Dependent Population Dynamics, Monographs and Textbooks in Pure and Applied mathematics 89, Marcel Dekker, inc., New York-Basel (1985). | MR | Zbl
,[52] Éléments d'analyse pour l'agrégation. Masson (1995).
and ,Cité par Sources :