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Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Statistics Theory · Mathematics 2012-11-06 Serguei Dachian , Ilia Negri

A symmetric relation in the probabilistic Green's function for birth-death chains is explored. Two proofs are given, each of which makes use of the known symmetry of the Green's functions in other contexts. The first uses as primary tool…

Probability · Mathematics 2016-02-22 Greg Markowsky , José Luis Palacios

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle…

Methodology · Statistics 2011-11-22 Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

Branching processes are models used to describe populations that reproduce and die over time. In the classical setting, an individual's reproductive capacity remains constant throughout its lifetime. However, in real-world situations,…

Probability · Mathematics 2026-02-27 Daniela Bertacchi , Elena Montanaro , Fabio Zucca

On infinitesimally short time interval various processes contributing to population change tend to operate independently so that we can simply add their contributions (Metz and Diekmann (1986)). This is one of the cornerstones for…

Dynamical Systems · Mathematics 2014-03-10 Torsten Lindström , Yuanji Cheng

We consider a random walk on top of the contact process on $\mathbb{Z}^d$ with $d\geq 1$. In particular, we focus on the "contact process as seen from the random walk". Under the assumption that the infection rate of the contact process is…

Probability · Mathematics 2016-07-13 Stein Andreas Bethuelsen

We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in…

Probability · Mathematics 2011-01-21 Sylvie Méléard , Sylvie Roelly

Given an arbitrary long but finite sequence of observations from a finite set, we construct a simple process that approximates the sequence, in the sense that with high probability the empirical frequency, as well as the empirical one-step…

Statistics Theory · Mathematics 2007-06-13 Dinah Rosenberg , Eilon Solan , Nicolas Vieille

This paper explores the connection between dynamical system properties and statistical physics of ensembles of such systems. Simple models are used to give novel phase transitions; particularly for finite N particle systems with many…

Statistical Mechanics · Physics 2007-11-06 Ajay Patwardhan

Birth-death processes form a natural class where ideas and results on large deviations can be tested. In this paper, we derive a large deviation principle under the assumption that the rate of a jump down (death) is growing asymptotically…

Probability · Mathematics 2023-08-21 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the…

Probability · Mathematics 2022-03-24 Kosuke Yamato , Kouji Yano

In order to model random density-dependence in population dynamics, we construct the random analogue of the well-known logistic process in the branching process' framework. This density-dependence corresponds to intraspecific competition…

Probability · Mathematics 2007-05-23 Amaury Lambert

Understanding the statistical properties of a collection of individuals subject to random displacements and birth-and-death events is key to several applications in physics and life sciences, encompassing the diagnostic of nuclear reactors…

Statistical Mechanics · Physics 2022-06-22 Théophile Bonnet , Davide Mancusi , Andrea Zoia

In this work, a strategy to estimate the information transfer between the elements of a complex system, from the time series associated to the evolution of this elements, is presented. By using the nearest neighbors of each state, the local…

Information Theory · Computer Science 2018-12-05 P. Garcia , R. Mujica

Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only…

General Finance · Quantitative Finance 2017-06-27 Ron W. Nielsen

Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

Statistical Mechanics · Physics 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

This paper aims to develop practical applications of the model for the highly technical measure-valued populations developed by the authors in \cite{FanEtal20}. We consider the problem of estimation of parameters in the general age and…

Statistics Theory · Mathematics 2025-06-30 Jie Yen Fan , Kais Hamza , Fima C. Klebaner , Ziwen Zhong

This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…

Probability · Mathematics 2016-12-09 Roberto Imbuzeiro Oliveira

A feature of human creativity is the ability to take a subset of existing items (e.g. objects, ideas, or techniques) and combine them in various ways to give rise to new items, which, in turn, fuel further growth. Occasionally, some of…

Populations and Evolution · Quantitative Biology 2019-08-21 Mike Steel , Wim Hordijk , Stuart A. Kauffman

This paper shows a simple parameter substitution, which makes use of the reciprocal relation of typical objective functions with typical random parameters. Thereby, the accuracy of first-order probabilistic analysis improves significantly…

Methodology · Statistics 2021-05-27 Benedikt Kriegesmann , Julian K. Lüdeker
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