EconPapers    
Economics at your fingertips  
 

Sharp approximation and hitting times for stochastic invasion processes

Vincent Bansaye, Xavier Erny and Sylvie Méléard

Stochastic Processes and their Applications, 2024, vol. 178, issue C

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.

Keywords: Stochastic invasion process; Branching process; Dynamical system; Stochastic processes approximation; Hitting times approximation (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414924001649
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001649

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spa.2024.104458

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001649