English
Related papers

Related papers: Measure changes with extinction

200 papers

We finely describe the speed of "coming down from infinity" for birth and death processes which eventually become extinct. Under general assumptions on the birth and death rates, we firstly determine the behavior of the successive hitting…

Probability · Mathematics 2015-05-01 Vincent Bansaye , Sylvie Méléard , Mathieu Richard

We generalise the randomness test definitions in the literature for both the Martin-L\"of and Schnorr randomness of a series of binary outcomes, in order to allow for interval-valued rather than merely precise forecasts for these outcomes,…

Probability · Mathematics 2023-12-21 Gert de Cooman , Floris Persiau , Jasper De Bock

In a complex community, species continuously adapt to each other. On rare occasions, the adaptation of a species can lead to the extinction of others, and even its own. "Adaptive dynamics" is the standard mathematical framework to describe…

Populations and Evolution · Quantitative Biology 2021-07-13 Vu AT Nguyen , Dervis C Vural

We study the probabilistic evolution of a birth and death continuous time measure-valued process with mutations and ecological interactions. The individuals are characterized by (phenotypic) traits that take values in a compact metric…

Probability · Mathematics 2009-04-23 Pierre Collet , Servet Martinez , Sylvie Méléard , Jaime San Martin

We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…

Probability · Mathematics 2019-11-21 Tomasz R. Bielecki , Jacek Jakubowski , Monique Jeanblanc , Mariusz Niewęgłowski

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

Statistics Theory · Mathematics 2016-03-01 Mamadou Lamine Diop , William Kengne

We develop a mathematical model of extinction and coexistence in a generic predator-prey ecosystem composed of two herbivores in asymmetrical competition and a hunter exerting a predatory pressure on both species. With the aim of…

Adaptation and Self-Organizing Systems · Physics 2017-08-28 Marcelo N Kuperman , Fabiana Laguna , Guillermo Abramson , Adrian Monjeau. Jose Luis Lanata

We prove that a self similar measure is absolutely continuous providing that it satisfies a condition depending on its Garsia entropy, contraction ratio, and the separation between different points in approximations of the self similar…

Dynamical Systems · Mathematics 2023-02-07 Samuel Kittle

From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…

Probability · Mathematics 2026-01-27 Michael J. Klass , Victor H. de la Pena

In this kind of model, the main characteristic that determines population viability in the long term is the stochastic growth rate (SGR) denoted $\lambda_S$. When $\lambda_S$ is larger than one, the population grows exponentially with…

Dynamical Systems · Mathematics 2024-02-07 Luis Sanz

We investigate the formation of stable ecological networks where many species share the same resource. We show that such stable ecosystem naturally occurs as a result of extinctions. We obtain an analytical relation for the number of…

Populations and Evolution · Quantitative Biology 2017-04-05 V. Kozlov , S. Vakulenko , U. Wennergren

We modify the Zee mass matrix by adding a real one parameter perturbation which is purely diagonal and trace-less. We show that in this way we can explain both solar and atmospheric neutrino oscillation data. There is a correlation between…

High Energy Physics - Phenomenology · Physics 2008-11-26 Biswajoy Brahmachari , Sandhya Choubey

In this paper, it is shown why Lorentz Transformation implies the general case where observed events are not necessarily in the inertia frame of any observer but assumes a special scenario when determining the length contraction and time…

General Physics · Physics 2012-09-24 Ibrahim M. Alabdulmohsin

We work under the A\"{\i}d\'{e}kon-Chen conditions which ensure that the derivative martingale in a supercritical branching random walk on the line converges almost surely to a nondegenerate nonnegative random variable that we denote by…

Probability · Mathematics 2020-02-14 Dariusz Buraczewski , Alexander Iksanov , Bastien Mallein

Under short sales prohibitions, no free lunch with vanishing risk (NFLVR-S) is known to be equivalent to the existence of an equivalent supermartingale measure for the price processes (Pulido [22]). For two given price processes, we…

Mathematical Finance · Quantitative Finance 2017-09-28 Delia Coculescu , Monique Jeanblanc

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

Probability · Mathematics 2007-05-23 Iosif Pinelis

In this paper we establish some conditional limit theorems for some critical superprocesses $X=\{X_t, t\ge 0\}$. First we identify the rate of non-extinction. Then we show that, for a large class of functions $f$, conditioned on…

Probability · Mathematics 2015-11-25 Yan-Xia Ren , Renming Song , Rui Zhang

We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…

Probability · Mathematics 2021-09-13 Haojie Hou , Yan-Xia Ren , Renming Song

We investigate the properties of a discrete-time martingale $\{X_m\}_{m\in \mathbb Z_{\geq 0}}$, where all differences between adjacent random variables are limited to be not more than a constant as a promise. In this situation, it is known…

Probability · Mathematics 2019-05-16 Go Kato

Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…

Probability · Mathematics 2020-12-10 Azat Miftakhov