Showing 1 - 9 of 9
We study the density of the supremum of a strictly stable Lévy process. Our first goal is to investigate convergence … the Mellin transform of the supremum. We perform several numerical experiments and discuss their implications. Finally, we …
Persistent link: https://www.econbiz.de/10011065075
We identify the genetic signature of a selective sweep in a population described by a birth-and-death process with density dependent competition. We study the limit behavior for large K, where K scales the population size. We focus on two loci: one under selection and one neutral. We distinguish...
Persistent link: https://www.econbiz.de/10011209788
We study a variation of the SIR (Susceptible/Infected/Recovered) dynamics on the complete graph, in which infected individuals may only spread to neighboring susceptible individuals at fixed rate λ0 while recovered individuals may only spread to neighboring infected individuals at fixed rate 1....
Persistent link: https://www.econbiz.de/10011194150
By using lower bound conditions of the Lévy measure w.r.t. a nice reference measure, the coupling and strong Feller …
Persistent link: https://www.econbiz.de/10010875064
We introduce a reversible Markovian coagulation–fragmentation process on the set of partitions of {1,…,L} into disjoint intervals. Each interval can either split or merge with one of its two neighbors. The invariant measure can be seen as the Gibbs measure for a homogeneous pinning model...
Persistent link: https://www.econbiz.de/10011064899
Constrained diffusions, with diffusion matrix scaled by small ϵ0, in a convex polyhedral cone G⊂Rk, are considered. Under suitable stability assumptions small noise asymptotic properties of invariant measures and exit times from domains are studied. Let B⊂G be a bounded domain. Under...
Persistent link: https://www.econbiz.de/10011065124
usual coupling arguments, but instead by quantifying the local relaxation to the non-equilibrium invariant measure for the …
Persistent link: https://www.econbiz.de/10010679231
In this paper, we establish the dimension-free Harnack inequality on configuration spaces by using the coupling …
Persistent link: https://www.econbiz.de/10010719744
We study a model of species survival recently proposed by Michael and Volkov. We interpret it as a variant of empirical processes, in which the sample size is random and when decreasing, samples of smallest numerical values are removed. Micheal and Volkov proved that the empirical distributions...
Persistent link: https://www.econbiz.de/10010603460