136 research outputs found

    Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities

    Get PDF
    Many populations, e.g. of cells, bacteria, viruses, or replicating DNA molecules, start small, from a few individuals, and grow large into a noticeable fraction of the environmental carrying capacity KK. Typically, the elements of the initiating, sparse set will not be hampering each other and their number will grow from Z0=z0Z_0=z_0 in a branching process or Malthusian like, roughly exponential fashion, Zt∼atWZ_t \sim a^tW, where ZtZ_t is the size at discrete time tβ†’βˆžt\to\infty, a>1a>1 is the offspring mean per individual (at the low starting density of elements, and large KK), and WW a sum of z0z_0 i.i.d. random variables. It will, thus, become detectable (i.e. of the same order as KK) only after around log⁑K\log K generations, when its density Xt:=Zt/KX_t:=Z_t/K will tend to be strictly positive. Typically, this entity will be random, even if the very beginning was not at all stochastic, as indicated by lower case z0z_0, due to variations during the early development. However, from that time onwards, law of large numbers effects will render the process deterministic, though initiated by the random density at time log KK, expressed through the variable WW. Thus, WW acts both as a random veil concealing the start and a stochastic initial value for later, deterministic population density development. We make such arguments precise, studying general density and also system-size dependent, processes, as Kβ†’βˆžK\to\infty. As an intrinsic size parameter, KK may also be chosen to be the time unit. The fundamental ideas are to couple the initial system to a branching process and to show that late densities develop very much like iterates of a conditional expectation operator.Comment: presented at IV Workshop on Branching Processes and their Applications at Badajoz, Spain, 10-13 April, 201

    A new stochastic differential equation approach for waves in a random medium

    Full text link
    We present a mathematical approach that simplifies the theoretical treatment of electromagnetic localization in random media and leads to closed form analytical solutions. Starting with the assumption that the dielectric permittivity of the medium has delta-correlated spatial fluctuations, and using the Ito lemma, we derive a linear stochastic differential equation for a one dimensional random medium. The equation leads to localized wave solutions. The localized wave solutions have a localization length that scales inversely with the square of the frequency of the wave in the low frequency regime, whereas in the high frequency regime, this length varies inversely with the frequency to the power of two thirds

    Large Deviations for processes on half-line

    Full text link
    We consider a sequence of processes defined on half-line for all non negative t. We give sufficient conditions for Large Deviation Principle (LDP) to hold in the space of continuous functions with a new metric that is more sensitive to behaviour at infinity than the uniform metric. LDP is established for Random Walks, Diffusions, and CEV model of ruin, all defined on the half-line. LDP in this space is "more precise" than that with the usual metric of uniform convergence on compacts.Comment: 23 page
    • …
    corecore