Related papers: Measure changes with extinction
Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…
We introduce a model of biological evolution where species evolve in response to biotic interactions and a fluctuating environmental stress. The species may either become extinct or mutate to acquire a new fitness value when the effective…
Invariance times are stopping times $\tau$ such that local martingales with respect to some reduced filtration and an equivalently changed probability measure, stopped before $\tau$ , are local martingales with respect to the original model…
For a family of random intermittent dynamical systems with a superattracting fixed point we prove that a phase transition occurs between the existence of an absolutely continuous invariant probability measure and infinite measure depending…
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…
We describe a statistical test for association of two autocorrelated time series, one of which generated randomly at each time point from a known but possibly history-dependent distribution. The null hypothesis is that at each time point,…
Let $L$ be a linear space of real bounded random variables on the probability space $(\Omega,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and…
When $2N/(N+1)<p<2$ and $0<q<p/2$, non-negative solutions to the singular diffusion equation with gradient absorption $$\partial\_tu-\Delta\_p u + |\nabla u|^q=0 \ \text{ in }\ (0,\infty)\times\mathbb{R}^N$$ vanish after a finite time. This…
Consider a supercritical branching random walk in a time-inhomogeneous random environment. We impose a selection (called barrier) on survival in the following way. The position of the barrier may depend on the generation and the…
In this note we introduce a new kind of augmentation of filtrations along a sequence of stopping times. This augmentation is suitable for the construction of new probability measures associated to a positive strict local martingale as done…
We studied metastability and extinction time of a finite system with a large number of interacting components in discrete time by means of analytical and numerical investigation. The system is markovian with respect to the potential profile…
We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$ and $\tilde Z_n(t)=\int…
In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…
We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…
We examine what happens in a population when it experiences an abrupt change in surrounding conditions. Several cases of such "abrupt transitions" for both physical and living social systems are analyzed from which it can be seen that all…
In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…
Population extinction is a rare event which requires overcoming an effective barrier. We show that the extinction rate can be fragile: a small change in the system parameters leads to an exponentially strong change of the rate, with the…
Infinitely many particles of two types ("plus" and "minus") jump randomly along the one-dimensional lattice $\mathbf{Z}_{\varepsilon}=\varepsilon\mathbf{Z}$. Annihillations occur when two particles of different time occupy the same site.…
Given that extinction in a bisexual population is certain, we study a way to approximate the time when this extinction occurs. Our study is based on standard tools from Extreme Value Theory, which in practice are very easy to implement. We…
Our paper computationally explores the extinction dynamics of an animal species effected by a sudden spike in mortality due to an extreme event. In our study, the animal species has a 2-year life cycle and is endowed with a high survival…