24 research outputs found

    Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support

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    We consider the one-dimensional KPP-equation driven by space-time white noise and extend the construction of travelling wave solutions arising from Heavyside initial data from [Tribe, 1996, MR1396765] to non-negative continuous functions with compact support. As an application the existence of travelling wave solutions is used to prove that the support of any solution is recurrent. As a by-product, several upper measures are introduced that allow for a stochastic domination of any solution to the SPDE at a fixed point in time.Comment: 28 page

    Cluster tails for critical power-law inhomogeneous random graphs

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    Recently, the scaling limit of cluster sizes for critical inhomogeneous random graphs of rank-1 type having finite variance but infinite third moment degrees was obtained (see previous work by Bhamidi, van der Hofstad and van Leeuwaarden). It was proved that when the degrees obey a power law with exponent in the interval (3,4), the sequence of clusters ordered in decreasing size and scaled appropriately converges as n goes to infinity to a sequence of decreasing non-degenerate random variables. Here, we study the tails of the limit of the rescaled largest cluster, i.e., the probability that the scaling limit of the largest cluster takes a large value u, as a function of u. This extends a related result of Pittel for the Erd\H{o}s-R\'enyi random graph to the setting of rank-1 inhomogeneous random graphs with infinite third moment degrees. We make use of delicate large deviations and weak convergence arguments.Comment: corrected and updated first referenc

    Evolving genealogies for branching populations under selection and competition

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    For a continuous state branching process with two types of individuals which are subject to selection and density dependent competition, we characterize the joint evolution of population size, type configurations and genealogies as the unique strong solution of a system of SDE's. Our construction is achieved in the lookdown framework and provides a synthesis as well as a generalization of cases considered separately in two seminal papers by Donnelly and Kurtz (1999), namely fluctuating population sizes under neutrality, and selection with constant population size. As a conceptual core in our approach, we introduce the selective lookdown space which is obtained from its neutral counterpart through a state-dependent thinning of "potential" selection/competition events whose rates interact with the evolution of the type densities. The updates of the genealogical distance matrix at the "active" selection/competition events are obtained through an appropriate sampling from the selective lookdown space. The solution of the above mentioned system of SDE's is then mapped into the joint evolution of population size and symmetrized type configurations and genealogies, i.e. marked distance matrix distributions. By means of Kurtz's Markov mapping theorem, we characterize the latter process as the unique solution of a martingale problem. For the sake of transparency we restrict the main part of our presentation to a prototypical example with two types, which contains the essential features. In the final section we outline an extension to processes with multiple types including mutation

    Economic Policy Uncertainty, Trust and Inflation Expectations *

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    Abstract Theory and evidence suggest that in an environment of well-anchored expectations, temporary news or shocks to economic variables, should not affect agents' expectations of inflation in the long term. Our estimated structural VARs show that both longand short-term inflation expectations are sensible to policy-related uncertainty shocks. A rise of long-term inflation expectations in times of economic contraction, in response to such shocks, suggests that heightened policy uncertainty observed during the recent years indeed raises concerns about future inflation. Furthermore, both monetary and fiscal policy-related uncertainties are significant for the negative dynamics in citizens' trust in the ECB. JEL classification: E02, E31, E58, E63, P1
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