arXiv subjects

Héctor Olivero

Publications and source records attributed to Héctor Olivero.

3 recordsLinked to original sources

arXiv2025

Wright--Fisher kernels: from linear to non-linear dynamics, ergodicity and McKean--Vlasov scaling limits

We study the evolution of a pathogen with two allelic types infecting a population of hosts, where within-host type frequencies evolve in discrete time. Our framework is built on a two-parameter family of transition kernels on [0,1], which describe one-step updates of type frequencies. In the absence of host interaction, the single-host type-frequency process admits, for a broad class of parameters, a moment dual with a branching-coalescing structure reminiscent of the Ancestral Selection Graph. Under suitable parameter and time scalings, it converges to a Wright--Fisher diffusion with drift. To incorporate interactions among hosts, we introduce a mean-field mechanism whereby within-host dynamics depend on the empirical type distribution across the population. We prove uniform-in-time propagation of chaos, comparing the dynamics in a typical host with a corresponding non-linear Markov chain. Under appropriate scaling, this non-linear chain converges to a McKean--Vlasov Wright--Fisher diffusion. As an illustration, we analyse a model where mutation rates depend on the current type distribution across hosts and establish uniform-in-time propagation of chaos together with ergodicity of the limiting McKean--Vlasov equation.

math.PR↗

arXiv2025

Age-structured stochastic populations under dynamic harvesters' behavior: well-posedness, asymptotic stability and numerically-amenable approximations

In this paper we study a model of age-structured ecological populations in continuous interaction with a community of harvesters. We propose an individual-based model for this feedback interactions and prove its convergence to a system of coupled stochastic differential equations. This limit process is complemented with socio-ecological and environmental factors. For the resulting system we establish well-posedness, positivity, and the non-attainability of extinction boundaries, together with its long-term behavior and numerical approximation, relying on ad-hoc arguments to handle the super-linear growth and non-Lipschitz coefficients. Finally, we illustrate some of our findings with numerical experiments.

math.PR↗

arXiv2024

A hypothesis test for the domain of attraction of a random variable

In this work we address the problem of detecting whether a sampled probability distribution of a random variable $V$ has infinite first moment. This issue is notably important when the sample results from complex numerical simulation methods. For example, such a situation occurs when one simulates stochastic particle systems with complex and singular McKean-Vlasov interaction kernels. As stated, the detection problem is ill-posed. We thus propose and analyze an asymptotic hypothesis test for independent copies of a given random variable which is supposed to belong to an unknown domain of attraction of a stable law. The null hypothesis $\mathbf{H_0}$ is: `$X=\sqrt{V}$ is in the domain of attraction of the Normal law' and the alternative hypothesis is $\mathbf{H_1}$: `$X$ is in the domain of attraction of a stable law with index smaller than 2'. Our key observation is that~$X$ cannot have a finite second moment when $\mathbf{H_0}$ is rejected (and therefore $\mathbf{H_1}$ is accepted). Surprisingly, we find it useful to derive our test from the statistics of random processes. More precisely, our hypothesis test is based on a statistic which is inspired by methodologies to determine whether a semimartingale has jumps from the observation of one single path at discrete times. We justify our test by proving asymptotic properties of discrete time functionals of Brownian bridges.

math.ST↗