SearcharxivSearch

arXiv · 2605.00148

Persistence in perturbed contact models in continuum

Abstract

Can a local disaster lead to extinction? We answer this question in this work. In the paper \cite{PZ-PPI} we considered contact processes on locally compact metric spaces with state dependent birth and death rates and formulated sufficient conditions on the rates that ensure the existence of invariant measures. One of the crucial conditions in \cite{PZ-PPI} was the critical regime condition, which meant the existence of a balance between birth and death rates in average. In the present work, we reject the criticality condition and suppose that the balance condition is violated. This implies that the evolution of the correlation functions of the contact model under consideration is determined by a nonlocal convolution type operator perturbed by a (negative) potential. We show that local peaks in mortality do not typically lead to extinction. We prove that a family of invariant measures exists even without the criticality condition and these measures can be described using the Feynman-Kac formula.

Explore related subjects

Keep this discovery

BibTeXRIS

S. Pirogov, E Zhizhina. 2026-04-30. Persistence in perturbed contact models in continuum. https://arxiv.org/abs/2605.00148

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