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The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

Dynamical Systems · Mathematics 2025-05-30 Cecilia González-Tokman , Joshua Peters

This paper presents a stochastic model motivated by the study of a virus-like evolving population with different mutation rates. This is a continuous time birth-death model: the birth processes are mutually-exciting Hawkes processes and the…

Probability · Mathematics 2026-03-10 Rahul Roy , Dharmaraja Selvamuthu , Paola Tardelli

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…

Analysis of PDEs · Mathematics 2011-04-14 Radek Erban , Jan Haskovec

Similarly as in (Blancas et al. 2018) where nested coalescent processes are studied, we generalize the definition of partition-valued homogeneous Markov fragmentation processes to the setting of nested partitions, i.e. pairs of partitions…

Probability · Mathematics 2018-07-17 Jean-Jil Duchamps

We consider the discrete-time migration-recombination equation, a deterministic, nonlinear dynamical system that describes the evolution of the genetic type distribution of a population evolving under migration and recombination in a law of…

Probability · Mathematics 2021-03-30 Frederic Alberti , Ellen Baake , Ian Letter , Servet Martinez

We study a Cucker-Smale-type flocking model with distributed time delay where individuals interact with each other through normalized communication weights. Based on a Lyapunov functional approach, we provide sufficient conditions for the…

Analysis of PDEs · Mathematics 2019-07-16 Young-Pil Choi , Cristina Pignotti

Consider a system of interacting particles indexed by the nodes of a graph whose vertices are equipped with marks representing parameters of the model such as the environment or initial data. Each particle takes values in a countable state…

Probability · Mathematics 2022-10-18 Ankan Ganguly , Kavita Ramanan

We give a closed form of the discrete-time evolution of a recombination transformation in population genetics. This decomposition allows to define a Markov chain in a natural way. We describe the geometric decay rate to the limit…

Probability · Mathematics 2016-03-24 Servet Martinez

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…

Probability · Mathematics 2011-12-05 Nicolas Champagnat , Sylvie Méléard

We describe a generalization of the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) which is able to encode prior information that state transitions are more likely between "nearby" states. This is accomplished by defining a…

Machine Learning · Statistics 2017-07-24 Colin Reimer Dawson , Chaofan Huang , Clayton T. Morrison

The paper proposes a class of financial market models which are based on inhomogeneous telegraph processes and jump diffusions with alternating volatilities. It is assumed that the jumps occur when the tendencies and volatilities are…

Pricing of Securities · Quantitative Finance 2008-12-04 Nikita Ratanov

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the…

Dynamical Systems · Mathematics 2022-06-20 Thi Kim Thoa Thieu , Adrian Muntean , Roderick Melnik

This paper introduces a novel methodology for the identification of switching dynamics for switched autoregressive linear models. Switching behavior is assumed to follow a Markov model. The system's outputs are contaminated by possibly…

Signal Processing · Electrical Eng. & Systems 2019-03-28 Sarah Hojjatinia , Constantino M. Lagoa

We consider a stochastic individual-based population model with competition, trait-structure affecting reproduction and survival, and changing environment. The changes of traits are described by jump processes, and the dynamics can be…

Probability · Mathematics 2022-01-17 Benoît Henry , Sylvie Méléard , Viet Chi Tran

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock

The evolutionary process has been modelled in many ways using both stochastic and deterministic models. We develop an algebraic model of evolution in a population of asexually reproducing organisms in which we represent a stochastic walk in…

Populations and Evolution · Quantitative Biology 2013-01-18 Daniel Nichol , Peter Jeavons , Robert Bonomo , Philip K. Maini , Jerome L. Paul , Robert A. Gatenby , Alexander R. A. Anderson , Jacob G. Scott

We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…

Probability · Mathematics 2018-09-03 Sophie Lemaire

Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pairs of particles simultaneously hop over $R^d$. In this…

We analyse sequential Markov coalescent algorithms for populations with demographic structure: for a bottleneck model, a population-divergence model, and for a two-island model with migration. The sequential Markov coalescent method is an…

Populations and Evolution · Quantitative Biology 2025-10-01 A. Eriksson , B. Mahjani , B. Mehlig