Related papers: The Ornstein-Uhlenbeck process with migration: evo…
We study the genealogy of a solvable population model with $N$ particles on the real line which evolves according to a discrete-time branching process with selection. At each time step, every particle gives birth to children around $a$…
We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…
Encounter rates link movement strategies to intra- and inter-specific interactions, and therefore translate individual movement behavior into higher-level ecological processes. Indeed, a large body of interacting population theory rests on…
The coupling between evolutionary and ecological changes (eco-evolutionary dynamics) has been shown to be relevant among diverse species, and is also of interest outside of ecology, i.e. in cancer evolution. These dynamics play an important…
The phylogenetic effective sample size is a parameter that has as its goal the quantification of the amount of independent signal in a phylogenetically correlated sample. It was studied for Brownian motion and Ornstein-Uhlenbeck models of…
Migration between different habitats is ubiquitous among biological populations. In this Letter, we study a simple quasispecies model for evolution in two different habitats, with different fitness landscapes, coupled through one-way…
Biological data objects often have both of the following features: (i) they are functions rather than single numbers or vectors, and (ii) they are correlated due to phylogenetic relationships. In this paper we give a flexible statistical…
This paper studies subordinate Ornstein-Uhlenbeck (OU) processes, i.e., OU diffusions time changed by L\'{e}vy subordinators. We construct their sample path decomposition, show that they possess mean-reverting jumps, study their equivalent…
We develop a mechanistic model to analyze the impact of sulfur dioxide emissions from coal-fired power plants on average sulfate concentrations in the central United States. A multivariate Ornstein-Uhlenbeck (OU) process is used to…
In this paper we introduce the well-balanced L\'{e}vy driven Ornstein-Uhlenbeck process as a moving average process of the form $X_t=\int \exp(-\lambda |t-u|)dL_u$. In contrast to L\'{e}vy driven Ornstein-Uhlenbeck processes the…
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or…
This paper studies one-dimensional Ornstein-Uhlenbeck processes, with the distinguishing feature that they are reflected on a single boundary (put at level 0) or two boundaries (put at levels 0 and d>0). In the literature they are referred…
In this article, we study sequential change-point methods for discretely observed generalized Ornstein-Uhlenbeck processes with periodic drift. Two detection methods are proposed, and their respective performance is studied through…
Standard Ornstein-Uhlenbeck (OU) models often yield biased parameter estimates when measurement error is ignored. While the Ornstein-Uhlenbeck State Space Model (OUSSM) addresses this in univariate settings, multidimensional extensions…
Phylogenetic comparative methods correct for shared evolutionary history among a set of non-independent organisms by modeling sample traits as arising from a diffusion process along on the branches of a possibly unknown history. To…
To learn about the past from a sample of genomic sequences, one needs to understand how evolutionary processes shape genetic diversity. Most population genetic inference is based on frameworks assuming adaptive evolution is rare. But if…
For the Moran model with strong or moderately strong selection we prove that the fluctuations around the deterministic limit of the line counting process of the ancestral selection graph converge to an Ornstein-Uhlenbeck process. To this…
Superpositions of Ornstein-Uhlenbeck type (supOU) processes provide a rich class of stationary stochastic processes for which the marginal distribution and the dependence structure may be modeled independently. We show that they can also…
We consider a positive stationary generalized Ornstein--Uhlenbeck process \[V_t=\mathrm{e}^{-\xi_t}\biggl(\int_0^t\mathrm{e}^{\xi_{s-}}\ ,\mathrm{d}\eta_s+V_0\biggr)\qquadfor t\geq0,\] and the increments of the integrated generalized…
The assessing resources dynamics problem, in the context of an economic system with Gaussian consumption and deterministic productivity, is considered in this paper. Basically it is presented a discrete time recursive equation that supports…