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Register a new userA waiting time problem arising from the study of multi-stage carcinogenesis
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We consider the population genetics problem: how long does it take before some member of the population has $m$ specified mutations? The case $m=2$ is relevant to onset of cancer due to the inactivation of both copies of a tumor suppressor gene. Models for larger $m$ are needed for colon cancer and other diseases where a sequence of mutations leads to cells with uncontrolled growth.
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We consider a model of a population of fixed size N in which each individual gets replaced at rate one and each individual experiences a mutation at rate mu. We calculate the asymptotic distribution of the time that it takes before there is an individual in the population with m mutations. Several different behaviors are possible, depending on how mu changes with N. These results have applications to the problem of determining the waiting time for regulatory sequences to appear and to models of cancer development.
In this paper, we study a free boundary problem, which arises from an optimal trading problem of a stock that is driven by a uncertain market status process. The free boundary problem is a variational inequality system of three functions with a degenerate operator. The main contribution of this paper is that we not only prove all the four switching free boundaries are no-overlapping, monotonic and $C^{infty}$-smooth, but also completely determine their relative localities and provide the optimal trading strategies for the stock trading problem.
This paper studies the spatial coalescent on $Z^2$. In our setting, the partition elements are located at the sites of $Z^2$ and undergo local delayed coalescence and migration. That is, pairs of partition elements located at the same site coalesce into one partition element after exponential waiting times. In addition, the partition elements perform independent random walks. The system starts in either locally finite configurations or in configurations containing countably many partition elements per site. These two situations are relevant if the coalescent is used to study the scaling limits for genealogies in Moran models respectively interacting Fisher-Wright diffusions (or Fleming-Viot processes), which is the key application of the present work. Our goal is to determine the longtime behavior with an initial population of countably many individuals per site restricted to a box $[-t^{alpha/2}, t^{alpha/2}]^2 cap Z^2$ and observed at time $t^beta$ with $1 geq beta geq alphage 0$. We study both asymptotics, as $ttoinfty$, for a fixed value of $alpha$ as the parameter $betain[alpha,1]$ varies, and for a fixed $beta$, as the parameter $alphain [0,beta]$ varies. This exhibits the genealogical structure of the mono-type clusters arising in 2-dimensional Moran and Fisher-Wright systems. (... for more see the actual preprint)
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Fernando Cordero
, Adrian Gonzalez Casanova
, Jason Schweinsberg andn Maite Wilke-Berenguer
2020
Consider a population evolving from year to year through three seasons: spring, summer and winter. Every spring starts with $N$ dormant individuals waking up independently of each other according to a given distribution. Once an individual is awake, it starts reproducing at a constant rate. By the end of spring, all individuals are awake and continue reproducing independently as Yule processes during the whole summer. In the winter, $N$ individuals chosen uniformly at random go to sleep until the next spring, and the other individuals die. We show that because an individual that wakes up unusually early can have a large number of surviving descendants, for some choices of model parameters the genealogy of the population will be described by a $Lambda$-coalescent. In particular, the beta coalescent can describe the genealogy when the rate at which individuals wake up increases exponentially over time. We also characterize the set of all $Lambda$-coalescents that can arise in this framework.
We consider the Skorokhod problem in a time-varying interval. We prove existence and uniqueness for the solution. We also express the solution in terms of an explicit formula. Moving boundaries may generate singularities when they touch. We establish two sets of sufficient conditions on the moving boundaries that guarantee that the variation of the local time of the associated reflected Brownian motion is, respectively, finite and infinite. We also apply these results to study the semimartingale property of a class of two-dimensional reflected Brownian motions.
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