# Search

• ### Convergence of Markov chain approximations to stochastic reaction diffusion equations.

2002

In the context of simulating the transport of a chemical or bacterial contaminant through a moving sheet of water, we extend a well-established method of approximating reaction-diffusion equations with Markov chains by allowing convection, certain Poisson measure driving sources and a larger...

• ### Markov chain approximations to filtering equations for reflecting diffusion processes.

2004

Herein, we consider direct Markov chain approximations to the Duncan–Mortensen–Zakai equations for nonlinear filtering problems on regular, bounded domains. For clarity of presentation, we restrict our attention to reflecting diffusion signals with symmetrizable generators. Our Markov chains are...

• ### Strong approximation for cross-covariances of linear variables with long-range dependence.

1995

Suppose {εk, −∞ < k < ∞} is an independent, not necessarily identically distributed sequence of random variables, and {cj}∞j=0, {dj}∞j=0 are sequences of real numbers such that Σjc2j < ∞, Σjd2j < ∞. Then, under appropriate moment conditions on {εk, −∞ < k < ∞}, View the MathML source, View the...

• ### Rates for branching particle approximations of continuous discrete filters.

2005

Herein, we analyze an efficient branching particle method for asymptotic solutions to a class of continuous-discrete filtering problems. Suppose that t→Xt is a Markov process and we wish to calculate the measure-valued process t→μt(⋅)≐P{Xt∈⋅|σ{Ytk, tk≤t}}, where tk=kɛ and Ytk is a distorted,...

2015-09-21

• ### Rates of convergence in a central limit theorem for stochastic processes defined by differential equations with a small parameter

1992

Let μ be a positive finite Borel measure on the real line R. For t ≥ 0 let et · E1 and E2 denote, respectively, the linear spans in L2(R, μ) of {eisx, s > t} and {eisx, s < 0}. Let θ: R → C such that ∥θ∥ = 1, denote by αt(θ, μ) the angle between θ · et · E1 and E2. The problems considered here...

• ### A body composition model to estimate mammalian energy stores and metabolic rates from body mass and body length, with application to polar bears

2009-01-01

Many species experience large fluctuations in food availability and depend on energy from fat and protein stores for survival, reproduction and growth. Body condition and, more specifically, energy stores thus constitute key variables in the life history of many species. Several indices exist to...

• ### Ecological chaos in the wake of invasion.

1995-01-01

Irregularities in observed population densities have traditionally been attributed to discretization of the underlying dynamics. We propose an alternative explanation by demonstrating the evolution of spatiotemporal chaos in reaction-diffusion models for predator-prey interactions. The chaos is...

• ### Allee effect from parasite spill-back.

2013-01-01

The exchange of native pathogens between wild and domesticated animals can lead to novel disease threats to wildlife. However, the dynamics of wild host-parasite systems exposed to a reservoir of domesticated hosts are not well understood. A simple mathematical model reveals that the spill-back...

• ### A mechanistic model for understanding invasions: using the environment as a predictor of population success

2011-01-01

Aim We set out to develop a temperature-and salinity-dependent mechanistic population model for copepods that can be used to understand the role of environmental parameters in population growth or decline. Models are an important tool for understanding the dynamics of invasive species; our model...

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