On the time to extinction from quasi-stationarity: A unified approach

Abstract

This note provides a unified approach to the distribution of the time to extinction from quasi-stationarity for general Markov chains evolving both in discrete and in continuous time. Our results generalize a number of similar derivations which were established ad hoc for a variety of stochastic epidemic models. On the other hand, the obtained results unify the infinite irreducible case and the finite (reducible or irreducible) case which are typically presented under separate formulations in the literature for Markov chains.