Related papers: Trait evolution with jumps: illusionary normality
A class of stochastic individual-based models, written in terms of coupled velocity jump processes, is presented and analysed. This modelling approach incorporates recent experimental findings on behaviour of locusts. It exhibits nontrivial…
Statistical properties of spike trains as well as other neurophysiological data suggest a number of mathematical models of neurons. These models range from entirely descriptive ones to those deduced from the properties of the real neurons.…
Motivated by modeling the dynamics of a population living in a flowing medium where the environmental factors are random in space, we have studied an asymmetric variant of the one-dimensional contact process, where the quenched random…
We consider a supercritical branching process and define a contact tracing mechanism on its genealogical tree. We calculate the growth rate of the post tracing process, and give conditions under which the tracing is strong enough to drive…
A continuously measured quantum system with multiple jump channels gives rise to a stochastic process described by random jump times and random emitted symbols, representing each jump channel. While much is known about the waiting time…
We combine earlier investigations of linear systems with L\'{e}vy fluctuations [Physica {\bf 113A}, 203, (1982)] with recent discussions of L\'{e}vy flights in external force fields [Phys.Rev. {\bf E 59},2736, (1999)]. We give a complete…
The central goal of a dynamical theory of evolution is to abstract the mean evolutionary trajectory in the trait space by considering ecological processes at the level of the individual. In this work, we develop such a theory for a new…
Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…
Phylogenetic trees are simple models of evolutionary processes. They describe conditionally independent divergent evolution of taxa from common ancestors. Phylogenetic trees commonly do not have enough flexibility to adequately model all…
Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random)…
The evolution of two species with different fitness is investigated on degree-heterogeneous graphs. The population evolves either by one individual dying and being replaced by the offspring of a random neighbor (voter model (VM) dynamics)…
L\'evy-driven Ornstein-Uhlenbeck (OU) processes represent an intriguing class of stochastic processes that have garnered interest in the energy sector for their ability to capture typical features of market dynamics. However, in the current…
Phylogenetic trees represent the evolutionary relationships between extant lineages, where extinct or non-sampled lineages are omitted. Extending the work of Stadler and collaborators, this paper focuses on the branch lengths in…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
A $p$-jump process is a piecewise deterministic Markov process with jumps by a factor of $p$. We prove a limit theorem for such processes on the unit interval. Via duality with respect to probability generating functions, we deduce limiting…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We conduct a preliminary analysis of a pairs trading strategy using the Ornstein-Uhlenbeck (OU) process to model stock price spreads. We compare this approach to a naive pairs trading strategy that uses a rolling window to calculate mean…
We study the stochastic evolution of four species in cyclic competition in a well mixed environment. In systems composed of a finite number $N$ of particles these simple interaction rules result in a rich variety of extinction scenarios,…
We are interested in the study of models describing the evolution of a polymorphic population with mutation and selection in the specific scales of the biological framework of adaptive dynamics. The population size is assumed to be large…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…