SearcharxivSearch

arXiv · 2205.07275

The Contact Process with Switching

Abstract

In this paper, we introduce a type switching mechanism for the Contact Process on the lattice $\mathbb{Z}^d$. That is, we allow the individual particles/sites to switch between two (or more) types independently of one another, and the different types may exhibit specific infection and recovery dynamics. Such type switches can eg.\ be motivated from biology, where 'phenotypic switching' is common among micro-organisms. Our framework includes as special cases systems with switches between 'active' and 'dormant' states (the Contact Process with dormancy, CPD), and the Contact Process in a randomly evolving environment (CPREE) introduced by Broman (2007). The 'standard' multi-type Contact Process (without type-switching) can also be recovered as a limiting case. After constructing the process from a graphical representation, we establish several basic properties that are mostly analogous to the classical Contact Process. We then provide couplings between several variants of the system, which in particular yield the existence of a phase transition. Further, we investigate the effect of the switching parameters on the critical value of the system by providing rigorous bounds obtained from the coupling arguments as well as numerical and heuristic results. Finally, we investigate scaling limits for the process as the switching parameters tend to 0 (slow switching regime) resp.\ $\infty$ (fast switching regime). We conclude with a brief discussion of further model variants and questions for future research.

Explore related subjects

Keep this discovery

BibTeXRIS

Jochen Blath, Felix Hermann, Michel Reitmeier. 2022-05-15. The Contact Process with Switching. https://doi.org/10.5802/msia.35

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR