arXiv subjects

Nathalie Krell

Publications and source records attributed to Nathalie Krell.

13 recordsLinked to original sources

arXiv2026

Well-posedness of state-dependent rank-based interacting systems

We study the existence and uniqueness of rank-based interacting systems of stochastic differential equations. These systems can be seen as modifications with state-dependent coefficients of the Atlas model in mathematical finance. The coefficients of the underlying SDEs are possibly discontinuous. We first establish strong well-posedness for a planar system with rank-dependent drift coefficients, and non-rank-dependent and non-uniformly elliptic diffusion coefficients. We then state weak well-posedness for two classes of high-dimensional rank-based interacting SDEs with elliptic diffusion coefficients. Finally, we address the positivity of solutions in the case where the diffusion coefficients vanish at zero.

math.PR↗

arXiv2024

Branching processes and bacterial growth

We model the growth of a cell population using a piecewise deterministic Markov branching tree. In this model, each cell splits into two offspring at a division rate $B(x)$, which depends on its size $x$. The size of each cell increases exponentially over time, with a growth rate that varies for each individual. Expanding upon the model studied in \cite{hof}, we introduce a scenario with two types of bacteria: those with a young pole and those with an old pole. Additionally, we account for the possibility that a bacterium may not always divide into exactly two offspring. We will demonstrate that our branching process is well-defined and that it satisfies a many-to-one formula. Furthermore, we establish that the mean empirical measure of the model adheres to a growth-fragmentation equation when structured by size, growth rate, and type as state variables.

math.PR↗

arXiv2020

Nonparametric estimation of jump rates for a specific class of Piecewise Deterministic Markov Processes

In this paper, we consider a piecewise deterministic Markov process (PDMP), with known flow and deterministic transition measure, and unknown jump rate $λ$. To estimate nonparametrically the jump rate, we first construct an adaptive estimator of the stationary density, then we derive a quotient estimator $\hatλ_n$ of $λ$. We provide uniform bounds for the risk of these estimators, and prove that the estimator of the jump rate is nearly minimax (up to a $\ln^2(n)$ factor). Simulations illustrate the behavior of our estimator.

math.ST↗

arXiv2016

Non-parametric estimation of the spiking rate in systems of interacting neurons

We consider a model of interacting neurons where the membrane potentials of the neurons are described by a multidimensional piecewise deterministic Markov process (PDMP) with values in ${\mathbb R}^N, $ where $ N$ is the number of neurons in the network. A deterministic drift attracts each neuron's membrane potential to an equilibrium potential $m.$ When a neuron jumps, its membrane potential is reset to $0,$ while the other neurons receive an additional amount of potential $\frac{1}{N}.$ We are interested in the estimation of the jump (or spiking) rate of a single neuron based on an observation of the membrane potentials of the $N$ neurons up to time $t.$ We study a Nadaraya-Watson type kernel estimator for the jump rate and establish its rate of convergence in $L^2 .$ This rate of convergence is shown to be optimal for a given Hölder class of jump rate functions. We also obtain a central limit theorem for the error of estimation. The main probabilistic tools are the uniform ergodicity of the process and a fine study of the invariant measure of a single neuron.

math.ST↗

arXiv2015

Investigation of asymmetry in E. coli growth rate

The data we analyze derives from the observation of numerous cells of the bacterium Escherichia coli (E. coli) growing and dividing. Single cells grow and divide to give birth to two daughter cells, that in turn grow and divide. Thus, a colony of cells from a single ancestor is structured as a binary genealogical tree. At each node the measured data is the growth rate of the bacterium. In this paper, we study two different data sets. One set corresponds to small complete trees, whereas the other one corresponds to long specific sub-trees. Our aim is to compare both sets. This paper is accessible to post graduate students and readers with advanced knowledge in statistics.

stat.AP↗

arXiv2015

Statistical estimation of a growth-fragmentation model observed on a genealogical tree

We model the growth of a cell population by a piecewise deterministic Markov branching tree. Each cell splits into two offsprings at a division rate $B(x)$ that depends on its size $x$. The size of each cell grows exponentially in time, at a rate that varies for each individual. We show that the mean empirical measure of the model satisfies a growth-fragmentation type equation if structured in both size and growth rate as state variables. We construct a nonparametric estimator of the division rate $B(x)$ based on the observation of the population over different sampling schemes of size $n$ on the genealogical tree. Our estimator nearly achieves the rate $n^{-s/(2s+1)}$ in squared-loss error asymptotically. When the growth rate is assumed to be identical for every cell, we retrieve the classical growth-fragmentation model and our estimator improves on the rate $n^{-s/(2s+3)}$ obtained in \cite{DHRR, DPZ} through indirect observation schemes. Our method is consistently tested numerically and implemented on {\it Escherichia coli} data.

math.PR↗

arXiv2015

Statistical estimation of jump rates for a specific class of Piecewise Deterministic Markov Processes

We consider the class of Piecewise Deterministic Markov Processes (PDMP), whose state space is $\R\_{+}^{*}$, that possess an increasing deterministic motion and that shrink deterministically when they jump. Well known examples for this class of processes are Transmission Control Protocol (TCP) window size process and the processes modeling the size of a "marked" {\it Escherichia coli} cell. Having observed the PDMP until its $n$th jump, we construct a nonparametric estimator of the jump rate $λ$. Our main result is that for $D$ a compact subset of $\R\_{+}^{*}$, if $λ$ is in the H{\''{o}}lder space ${\mathcal H}^s({\mathcal D})$, the squared-loss error of the estimator is asymptotically close to the rate of $n^{-s/(2s+1)}$. Simulations illustrate the behavior of our estimator.

math.ST↗

arXiv2013

Piecewise deterministic Markov process - recent results

We give a short overview of recent results on a specific class of Markov process: the Piecewise Deterministic Markov Processes (PDMPs). We first recall the definition of these processes and give some general results. On more specific cases such as the TCP model or a model of switched vector fields, better results can be proved, especially as regards long time behaviour. We continue our review with an infinite dimensional example of neuronal activity. From the statistical point of view, these models provide specific challenges: we illustrate this point with the example of the estimation of the distribution of the inter-jumping times. We conclude with a short overview on numerical methods used for simulating PDMPs.

math.ST↗

arXiv2011

Statistical analysis of self-similar conservative fragmentation chains

We explore statistical inference in self-similar conservative fragmentation chains when only approximate observations of the sizes of the fragments below a given threshold are available. This framework, introduced by Bertoin and Martinez [Adv. Appl. Probab. 37 (2005) 553--570], is motivated by mineral crushing in the mining industry. The underlying object that can be identified from the data is the step distribution of the random walk associated with a randomly tagged fragment that evolves along the genealogical tree representation of the fragmentation process. We compute upper and lower rates of estimation in a parametric framework and show that in the nonparametric case, the difficulty of the estimation is comparable to ill-posed linear inverse problems of order 1 in signal denoising.

math.ST↗

arXiv2010

Martingales and Rates of Presence in Homogeneous Fragmentations

The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branching random walks. The standard approach is to study {\bf asymptotical} exponential rates. For fixed $v > 0$, either the number of fragments whose sizes at time $t$ are of order $\e^{-vt}$ is exponentially growing with rate $C(v) > 0$, i.e. the rate is effective, or the probability of presence of such fragments is exponentially decreasing with rate $C(v) < 0$, for some concave function $C$. In a recent paper, N. Krell considered fragments whose sizes decrease at {\bf exact} exponential rates, i.e. whose sizes are confined to be of order $\e^{-vs}$ for every $s \leq t$. In that setting, she characterized the effective rates. In the present paper we continue this analysis and focus on probabilities of presence, using the spine method and a suitable martingale.

math.PR↗

arXiv2010

Energy efficiency of consecutive fragmentation processes

We present a first study on the energy required to reduce a unit mass fragment by consecutively using several devices, as it happens in the mining industry. Two devices are considered, which we represent as different stochastic fragmentation processes. Following the self-similar energy model introduced by Bertoin and Martinez, we compute the average energy required to attain a size x with this two-device procedure. We then asymptotically compare, as x goes to 0 or 1, its energy requirement with that of individual fragmentation processes. In particular, we show that for certain range of parameters of the fragmentation processes and of their energy cost-functions, the consecutive use of two devices can be asymptotically more efficient than using each of them separately, or conversely.

math.PR↗

arXiv2008

Multifractal spectra and precise rates of decay in homogeneous fragmentation

We consider a mass-conservative fragmentation of the unit interval. The main purpose of this work is to specify the Hausdorff dimension of the set of locations having exactly an exponential decay. The study relies on an additive martingale which arises naturally in this setting, and a class of Lévy processes constrained to stay in a finite interval.

math.PR↗

arXiv2008

Self-similar branching Markov chains

The main purpose of this work is to study self-similar branching Markov chains. First we will construct such a process. Then we will establish certain Limit Theorems using the theory of self-similar Markov processes.

math.PR↗