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Matthias Birkner

Publications and source records attributed to Matthias Birkner.

33 records · Page 2Linked to original sources

One-dimensional random walks with self-blocking immigration

We consider a system of independent one-dimensional random walkers where new particles are added at the origin at fixed rate whenever there is no older particle present at the origin. A Poisson ansatz leads to a semi-linear lattice heat equation and predicts that starting from the empty configuration the total number of particles grows as $c \sqrt{t} \log t$. We confirm this prediction and also describe the asymptotic macroscopic profile of the particle configuration.

math.PR↗

Non-periodic systems with continuous diffraction measures

The present state of mathematical diffraction theory for systems with continuous spectral components is reviewed and extended. We begin with a discussion of various characteristic examples with singular or absolutely continuous diffraction, and then continue with a more general exposition of a systematic approach via stationary stochastic point processes. Here, the intensity measure of the Palm measure takes the role of the autocorrelation measure in the traditional approach. We furthermore introduce a `Palm-type' measure for general complex-valued random measures that are stationary and ergodic, and relate its intensity measure to the autocorrelation measure.

math-ph↗

A quenched large deviation principle in a continuous scenario

We prove the analogue for continuous space-time of the quenched LDP derived in Birkner, Greven and den Hollander (2010) for discrete space-time. In particular, we consider a random environment given by Brownian increments, cut into pieces according to an independent continuous-time renewal process. We look at the empirical process obtained by recording both the length of and the increments in the successive pieces. For the case where the renewal time distribution has a Lebesgue density with a polynomial tail, we derive the quenched LDP for the empirical process, i.e., the LDP conditional on a typical environment. The rate function is a sum of two specific relative entropies, one for the pieces and one for the concatenation of the pieces. We also obtain a quenched LDP when the tail decays faster than algebraic. The proof uses coarse-graining and truncation arguments, involving various approximations of specific relative entropies that are not quite standard. In a companion paper we show how the quenched LDP and the techniques developed in the present paper can be applied to obtain a variational characterisation of the free energy and the phase transition line for the Brownian copolymer near a selective interface.

math.PR↗

Statistical properties of the site-frequency spectrum associated with Lambda-coalescents

Statistical properties of the site frequency spectrum associated with Lambda-coalescents are our objects of study. In particular, we derive recursions for the expected value, variance, and covariance of the spectrum, extending earlier results of Fu (1995) for the classical Kingman coalescent. Estimating coalescent parameters introduced by certain Lambda-coalescents for datasets too large for full likelihood methods is our focus. The recursions for the expected values we obtain can be used to find the parameter values which give the best fit to the observed frequency spectrum. The expected values are also used to approximate the probability a (derived) mutation arises on a branch subtending a given number of leaves (DNA sequences), allowing us to apply a pseudo-likelihood inference to estimate coalescence parameters associated with certain subclasses of Lambda coalescents. The properties of the pseudo-likelihood approach are investigated on simulated as well as real mtDNA datasets for the high fecundity Atlantic cod (\emph{Gadus morhua}). Our results for two subclasses of Lambda coalescents show that one can distinguish these subclasses from the Kingman coalescent, as well as between the Lambda-subclasses, even for moderate sample sizes.

q-bio.PE↗

Directed random walk on the backbone of an oriented percolation cluster

We consider a directed random walk on the backbone of the infinite cluster generated by supercritical oriented percolation, or equivalently the space-time embedding of the ``ancestral lineage'' of an individual in the stationary discrete-time contact process. We prove a law of large numbers and an annealed central limit theorem (i.e., averaged over the realisations of the cluster) using a regeneration approach. Furthermore, we obtain a quenched central limit theorem (i.e.\ for almost any realisation of the cluster) via an analysis of joint renewals of two independent walks on the same cluster.

math.PR↗

Analysis of DNA sequence variation within marine species using Beta-coalescents

We apply recently developed inference methods based on general coalescent processes to DNA sequence data obtained from various marine species. Several of these species are believed to exhibit so-called shallow gene genealogies, potentially due to extreme reproductive behaviour, e.g. via Hedgecock's "reproduction sweepstakes". Besides the data analysis, in particular the inference of mutation rates and the estimation of the (real) time to the most recent common ancestor, we briefly address the question whether the genealogies might be adequately described by so-called Beta coalescents (as opposed to Kingman's coalescent), allowing multiple mergers of genealogies. The choice of the underlying coalescent model for the genealogy has drastic implications for the estimation of the above quantities, in particular the real-time embedding of the genealogy.

q-bio.PE↗

An ancestral recombination graph for diploid populations with skewed offspring distribution

A large offspring number diploid biparental multilocus population model of Moran type is our object of study. At each timestep, a pair of diploid individuals drawn uniformly at random contribute offspring to the population. The number of offspring can be large relative to the total population size. Similar `heavily skewed' reproduction mechanisms have been considered by various authors recently. Each diploid parental individual contributes exactly one chromosome to each diploid offspring, and hence ancestral lineages can only coalesce when in distinct individuals. A separation of timescales phenomenon is thus observed. A result of Möhle (1998) is extended to obtain convergence of the ancestral process to an ancestral recombination graph necessarily admitting simultaneous multiple mergers of ancestral lineages. The usual ancestral recombination graph is obtained as a special case of our model when the parents contribute only one offspring to the population each time. Due to diploidy and large offspring numbers, novel effects appear. For example, the marginal genealogy at each locus admits simultaneous multiple mergers in up to four groups, and different loci remain substantially correlated even as the recombination rate grows large. Thus, genealogies for loci far apart on the same chromosome remain correlated. Correlation in coalescence times for two loci is derived and shown to be a function of the coalescence parameters of our model. Extending the observations by Eldon and Wakeley (2008), predictions of linkage disequilibrium are shown to be functions of the reproduction parameters of our model, in addition to the recombination rate. Correlations in ratios of coalescence times between loci can be high, even when the recombination rate is high and sample size is large.

q-bio.PE↗

Importance sampling for Lambda-coalescents in the infinitely many sites model

We present and discuss new importance sampling schemes for the approximate computation of the sample probability of observed genetic types in the infinitely many sites model from population genetics. More specifically, we extend the 'classical framework', where genealogies are assumed to be governed by Kingman's coalescent, to the more general class of Lambda-coalescents and develop further Hobolth et. al.'s (2008) idea of deriving importance sampling schemes based on 'compressed genetrees'. The resulting schemes extend earlier work by Griffiths and Tavaré (1994), Stephens and Donnelly (2000), Birkner and Blath (2008) and Hobolth et. al. (2008). We conclude with a performance comparison of classical and new schemes for Beta- and Kingman coalescents.

math.PR↗

Disorder relevance for the random walk pinning model in dimension 3

We study the continuous time version of the random walk pinning model, where conditioned on a continuous time random walk Y on Z^d with jump rate ρ>0, which plays the role of disorder, the law up to time t of a second independent random walk X with jump rate 1 is Gibbs transformed with weight e^{βL_t(X,Y)}, where L_t(X,Y) is the collision local time between X and Y up to time t. As the inverse temperature βvaries, the model undergoes a localization-delocalization transition at some critical β_c>=0. A natural question is whether or not there is disorder relevance, namely whether or not β_c differs from the critical point β_c^{ann} for the annealed model. In Birkner and Sun [BS09], it was shown that there is disorder irrelevance in dimensions d=1 and 2, and disorder relevance in d>=4. For d>=5, disorder relevance was first proved by Birkner, Greven and den Hollander [BGdH08]. In this paper, we prove that if X and Y have the same jump probability kernel, which is irreducible and symmetric with finite second moments, then there is also disorder relevance in the critical dimension d=3, and β_c-β^{ann}_c is at least of the order e^{-C(ζ)ρ^{-ζ}}, C(ζ)>0, for any ζ>2. Our proof employs coarse graining and fractional moment techniques, which have recently been applied by Lacoin [L09] to the directed polymer model in random environment, and by Giacomin, Lacoin and Toninelli [GLT09] to establish disorder relevance for the random pinning model in the critical dimension. Along the way, we also prove a continuous time version of Doney's local limit theorem [D97] for renewal processes with infinite mean.

math.PR↗

Diffraction of stochastic point sets: Explicitly computable examples

Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of reasonable generality. The latter is based on the classical theory of point processes and the Palm distribution. Several pairs of autocorrelation and diffraction measures are discussed which show a duality structure analogous to that of the Poisson summation formula for lattice Dirac combs.

math-ph↗

Annealed vs Quenched Critical Points for a Random Walk Pinning Model

We study a random walk pinning model, where conditioned on a simple random walk Y on Z^d acting as a random medium, the path measure of a second independent simple random walk X up to time t is Gibbs transformed with Hamiltonian -L_t(X,Y), where L_t(X,Y) is the collision local time between X and Y up to time t. This model arises naturally in various contexts, including the study of the parabolic Anderson model with moving catalysts, the parabolic Anderson model with Brownian noise, and the directed polymer model. It falls in the same framework as the pinning and copolymer models, and exhibits a localization-delocalization transition as the inverse temperature βvaries. We show that in dimensions d=1,2, the annealed and quenched critical values of βare both 0, while in dimensions d\geq 4, the quenched critical value of βis strictly larger than the annealed critical value (which is positive). This implies the existence of certain intermediate regimes for the parabolic Anderson model with Brownian noise and the directed polymer model. For d\geq 5, the same result has recently been established by Birkner, Greven and den Hollander via a quenched large deviation principle. Our proof is based on a fractional moment method used recently by Derrida, Giacomin, Lacoin and Toninelli to establish the non-coincidence of annealed and quenched critical points for the pinning model in the disorder-relevant regime. The critical case d=3 remains open.

math.PR↗

A modified lookdown construction for the Xi-Fleming-Viot process with mutation and populations with recurrent bottlenecks

Let $Λ$ be a finite measure on the unit interval. A $Λ$-Fleming-Viot process is a probability measure valued Markov process which is dual to a coalescent with multiple collisions ($Λ$-coalescent) in analogy to the duality known for the classical Fleming Viot process and Kingman's coalescent, where $Λ$ is the Dirac measure in 0. We explicitly construct a dual process of the coalescent with simultaneous multiple collisions ($Ξ$-coalescent) with mutation, the $Ξ$-Fleming-Viot process with mutation, and provide a representation based on the empirical measure of an exchangeable particle system along the lines of Donnelly and Kurtz (1999). We establish pathwise convergence of the approximating systems to the limiting $Ξ$-Fleming-Viot process with mutation. An alternative construction of the semigroup based on the Hille-Yosida theorem is provided and various types of duality of the processes are discussed. In the last part of the paper a population is considered which undergoes recurrent bottlenecks. In this scenario, non-trivial $Ξ$-Fleming-Viot processes naturally arise as limiting models.

math.PR↗

A functional CLT for the occupation time of a state-dependent branching random walk

We show that the centred occupation time process of the origin of a system of critical binary branching random walks in dimension $d\ge 3$, started off either from a Poisson field or in equilibrium, when suitably normalized, converges to a Brownian motion in $d\ge4$. In $d=3$, the limit process is a fractional Brownian motion with Hurst parameter 3/4 when starting in equilibrium, and a related Gaussian process when starting from a Poisson field. For (dependent) branching random walks with state dependent branching rate we obtain convergence in f.d.d. to the same limit process, and for $d=3$ also a functional limit theorem.

math.PR↗

Survival and complete convergence for a spatial branching system with local regulation

We study a discrete time spatial branching system on $\mathbb{Z}^d$ with logistic-type local regulation at each deme depending on a weighted average of the population in neighboring demes. We show that the system survives for all time with positive probability if the competition term is small enough. For a restricted set of parameter values, we also obtain uniqueness of the nontrivial equilibrium and complete convergence, as well as long-term coexistence in a related two-type model. Along the way we classify the equilibria and their domain of attraction for the corresponding deterministic coupled map lattice on $\mathbb{Z}^d$.

math.PR↗

Comparison results and steady states for the Fujita equation with fractional Laplacian

We study a semilinear PDE generalizing the Fujita equation whose evolution operator is the sum of a fractional power of the Laplacian and a convex non-linearity. Using the Feynman-Kac representation we prove criteria for asymptotic extinction versus finite time blow up of positive solutions based on comparison with global solutions. For a critical power non-linearity we obtain a two-parameter family of radially symmetric stationary solutions. By extending the method of moving planes to fractional powers of the Laplacian we prove that all positive steady states of the corresponding equation in a finite ball are radially symmetric.

math.AP↗