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On Dirichlet eigenvectors for neutral two-dimensional Markov chains. (English) Zbl 1259.60078

Summary: We consider a general class of discrete, two-dimensional Markov chains modeling the dynamics of a population with two types, without mutation or immigration, and neutral in the sense that type has no influence on each individual’s birth or death parameters. We prove that all the eigenvectors of the corresponding transition matrix or infinitesimal generator \(\Pi\) can be expressed as the product of “universal” polynomials of two variables, depending on each type’s size but not on the specific transitions of the dynamics, and functions depending only on the total population size. These eigenvectors appear to be Dirichlet eigenvectors for \(\Pi\) on the complement of triangular subdomains, and as a consequence the corresponding eigenvalues are ordered in a specific way. As an application, we study the quasistationary behavior of finite, nearly neutral, two-dimensional Markov chains, absorbed in the sense that 0 is an absorbing state for each component of the process.

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J27 Continuous-time Markov processes on discrete state spaces
15A18 Eigenvalues, singular values, and eigenvectors
39A14 Partial difference equations
47N30 Applications of operator theory in probability theory and statistics
92D25 Population dynamics (general)
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