Feller Property and Absorption of Diffusions for Multi-Species Metacommunities

Benoît Henry; Céline Wang

Home/Archive/arXiv

arXiv · 2601.16616

Feller Property and Absorption of Diffusions for Multi-Species Metacommunities

Benoît Henry·Céline Wang

View original source ↗Read source document ↗Export metadata ↓

Abstract

We consider individuals of two species distributed over m patches, each with a hosting capacity $d_i N$ , where $d_i \in (0, 1]$. We assume that all the patches are linked by the dispersal of individuals. This work examines how the metacommunity evolves in these patches. The model incorporates Wright-Fisher intra-patch reproduction and a general exchange function representing dispersal. Under minimal assumptions, we demonstrate that as $N$ approaches infinity, the processes converge to a diffusion process for which we establish the Feller property. We prove that the limiting process almost surely reaches the absorbing states in finite time.

Explore related subjects

math.PR

Keep this discovery

BibTeX RIS

Benoît Henry, Céline Wang. 2026-01-23. Feller Property and Absorption of Diffusions for Multi-Species Metacommunities. https://arxiv.org/abs/2601.16616

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

KEEP EXPLORING

Related papers

arXiv2026

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↗

arXiv2026

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↗

arXiv2026

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↗