Sharp approximation and hitting times for stochastic invasion processes

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY Stochastic Processes and their Applications Pub Date : 2024-08-13 DOI:10.1016/j.spa.2024.104458
Vincent Bansaye, Xavier Erny, Sylvie Méléard
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Abstract

We are interested in the invasion phase for stochastic processes with interactions. A single mutant with positive fitness arrives in a large resident population at equilibrium. By a now classical approach, the first stage of the invasion is well approximated by a branching process. The macroscopic phase, when the mutant population is of the same order as the resident population, is described by the limiting dynamical system. We capture the intermediate mesoscopic phase for the invasive population and obtain sharp approximations. It allows us to describe the fluctuations of the hitting times of thresholds, which inherit a large variance from the first stage. We apply our results to two models which are original motivations. In particular, we quantify the hitting times of critical values in cancer emergence and epidemics.

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随机入侵过程的锐近似和命中时间
我们对具有相互作用的随机过程的入侵阶段很感兴趣。一个具有正适应性的单个突变体到达一个处于平衡状态的大型常住种群。根据现在的经典方法,入侵的第一阶段可以用分支过程很好地近似。当突变种群与常住种群的数量级相同时,宏观阶段由极限动力系统描述。我们捕捉了入侵种群的中间中观阶段,并得到了尖锐的近似值。它使我们能够描述阈值命中时间的波动,而阈值命中时间继承了第一阶段的巨大方差。我们将结果应用于两个模型,这两个模型是我们研究的原始动机。特别是,我们量化了癌症出现和流行病中临界值的达到时间。
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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