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Covariant Lyapunov vectors characterize the directions along which perturbations in dynamical systems grow. They have also been studied as predictors of critical transitions and extreme events. For many applications like, for example,…

Data Analysis, Statistics and Probability · Physics 2022-03-14 Christoph Martin , Nahal Sharafi , Sarah Hallerberg

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…

Physics and Society · Physics 2015-09-30 Trevor Fenner , Mark Levene , George Loizou

We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…

Probability · Mathematics 2020-04-20 Ian Letter , Servet Martínez

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…

Populations and Evolution · Quantitative Biology 2018-07-19 George W. A. Constable , Alan J. McKane

We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. We show that the conditions for the stochastic (microscopic) model to display approximate sustained oscillatory behavior are…

Populations and Evolution · Quantitative Biology 2016-08-14 Sebastián Risau-Gusman , Guillermo Abramson

We survey results on the description of stochastically evolving genealogies of populations and marked genealogies of multitype populations or spatial populations via tree-valued Markov processes on (marked) ultrametric measure spaces. In…

Probability · Mathematics 2018-09-21 Andrej Depperschmidt , Andreas Greven

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

Many systems are partially stochastic in nature. We have derived data driven approaches for extracting stochastic state machines (Markov models) directly from observed data. This chapter provides an overview of our approach with numerous…

Cryptography and Security · Computer Science 2018-06-26 Richard R. Brooks , Lu Yu , Yu Fu , Guthrie Cordone , Jon Oakley , Xingsi Zhong

The logistic map is a nonlinear difference equation well studied in the literature, used to model self-limiting growth in certain populations. It is known that, under certain regularity conditions, the stochastic logistic map, where the…

Dynamical Systems · Mathematics 2023-10-05 Maricela Cruz , Austin Wei , Johanna Hardin , Ami Radunskaya

In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

Consider a non-autonomous continuous-time linear system in which the time-dependent matrix determining the dynamics is piecewise constant and takes finitely many values $A_1, \dotsc, A_N$. This paper studies the equality cases between the…

Optimization and Control · Mathematics 2023-03-21 Yacine Chitour , Guilherme Mazanti , Pierre Monmarché , Mario Sigalotti

Traditionally, frequency dependent evolutionary dynamics is described by deterministic replicator dynamics assuming implicitly infinite population sizes. Only recently have stochastic processes been introduced to study evolutionary dynamics…

Statistical Mechanics · Physics 2007-05-23 Arne Traulsen , Jens Christian Claussen , Christoph Hauert

The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. Schomerus , M. Titov

We consider multitype Markovian branching processes evolving in a Markovian random environment. To determine whether or not the branching process becomes extinct almost surely is akin to computing the maximal Lyapunov exponent of a sequence…

Probability · Mathematics 2014-12-01 Sophie Hautphenne , Guy Latouche

Cross-sectional observations from a dynamical system can be modeled via steady-state distributions of Markov processes. The major challenge is then to determine whether the process parameters can be identified and estimated from the…

Statistics Theory · Mathematics 2026-03-19 Cecilie Olesen Recke , Niels Richard Hansen

We discuss general concept of Markov statistical dynamics in the continuum. For a class of spatial birth-and-death models, we develop a perturbative technique for the construction of statistical dynamics. Particular examples of such systems…

Functional Analysis · Mathematics 2015-01-27 Dmitri Finkelshtein , Yuri Kondratiev , Oleksandr Kutoviy

Mathematical methods of population genetics and framework of exchangeability provide a Markov chain model for analysis and interpretation of stochastic behaviour of equity markets, explaining, in particular, market shape formation,…

Mathematical Finance · Quantitative Finance 2015-06-24 Sergey Sosnovskiy

Evolutionary branching is analysed in a stochastic, individual-based population model under mutation and selection. In such models, the common assumption is that individual reproduction and life career are characterised by values of a…

Populations and Evolution · Quantitative Biology 2025-10-01 S. Sagitov , B. Mehlig , P. Jagers , V. Vatutin

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus
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