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Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

Probability · Mathematics 2026-04-02 Daniele Cappelletti , Giulio Cuniberti , Paola Siri

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

Probability · Mathematics 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference…

Populations and Evolution · Quantitative Biology 2020-07-22 Jayant Pande , Nadav M. Shnerb

In order to increase their robustness against environmental fluctuations, many biological populations have developed bet-hedging mechanisms in which the population `bets' against the presence of prolonged favorable environmental conditions…

Populations and Evolution · Quantitative Biology 2017-02-01 Masaki Ogura , Masashi Wakaiki , Victor M. Preciado

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For…

Statistical Mechanics · Physics 2014-09-15 Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

Heterogeneities in environmental conditions often induce corresponding heterogeneities in the distribution of species. In the extreme case of a localized patch of increased growth rates, reproducing populations can become strongly…

Populations and Evolution · Quantitative Biology 2013-01-17 Lukas Geyrhofer , Oskar Hallatschek

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

We introduce an individual-based model of a complex ecological community with random interactions. The model contains a large number of species, each with a finite population of individuals, subject to discrete reproduction and death…

Populations and Evolution · Quantitative Biology 2023-07-19 Ferran Larroya , Tobias Galla

Dispersal of species to find a more favorable habitat is important in population dynamics. Dispersal rates evolve in response to the relative success of different dispersal strategies. In a simplified deterministic treatment (J. Dockery, V.…

Populations and Evolution · Quantitative Biology 2009-07-28 David A. Kessler , Leonard M. Sander

We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

We study the asymptotics of a two-dimensional stochastic differential system with a degenerate diffusion matrix. This system describes the dynamics of a population where individuals contribute to the degradation of their environment through…

Dynamical Systems · Mathematics 2024-05-06 Pierre Collet , Claire Ecotière , Sylvie Méléard

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

Regime-switching processes contain two components: continuous component and discrete component, which can be used to describe a continuous dynamical system in a random environment. Such processes have many different properties than general…

Probability · Mathematics 2017-10-26 Jinghai Shao

Biological populations are subject to fluctuating environmental conditions. Different adaptive strategies can allow them to cope with these fluctuations: specialization to one particular environmental condition, adoption of a generalist…

Populations and Evolution · Quantitative Biology 2017-09-27 Andreas Mayer , Thierry Mora , Olivier Rivoire , Aleksandra M. Walczak

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

We continue development of the theory of Markov systems initiated in \cite{Wer1}. In this paper, we introduce fundamental Markov systems associated with random dynamical systems and show that the proof of the uniqueness and empiricalness of…

Probability · Mathematics 2009-02-09 Ivan Werner

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert