Large population limit and time behaviour of a stochastic particle model describing an age-structured population

Issue		ESAIM: PS Volume 12


Page(s)		345 - 386
DOI		10.1051/ps:2007052
Published online		08 May 2008

ESAIM: PS, April 2008, Vol. 12, p. 345-386
DOI: 10.1051/ps:2007052

Large population limit and time behaviour of a stochastic particle model describing an age-structured population

Viet Chi Tran

Université Paris X-Nanterre, Équipe Modal'X, bâtiment G, 200 avenue de la République, 92100 Nanterre Cedex, France; vtran@u-paris10.fr

Received 12 September, 2007. Published online 8 May 2008

Abstract

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.

Mathematics Subject Classification. 60J80, 60K35, 92D25, 60F10

Key words: Age-structured population, interacting measure-valued process, large population approximation, large deviations, exit time estimates, Gurtin-McCamy PDE, extinction time

© EDP Sciences, SMAI 2008

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