Armitage and Doll (1954) Probability models for cancer development and progression. Incidence of Retinoblastoma. Why a power law?
|
|
- Cory Rodgers
- 5 years ago
- Views:
Transcription
1 Probability models for cancer development and progression Armitage and Doll (95) log-log plots of incidence versus age Rick Durrett *** John Mayberry (Cornell) Stephen Moseley (Cornell) Deena Schmidt (MBI) Jason Schweinsberg (UCSD) Figure: Slopes Stomach: 5.9 M, 5.7 F; Pancreas M 5.76, F 6.8 Rick Durrett (Cornell) Banff 9//9 /8 Rick Durrett (Cornell) Banff 9//9 /8 Why a power law? Incidence of Retinoblastoma Knudson s two hit hypothesis If mutations from stage i tostagei occur at rate u i, the probability density of reaching stage k at time t is t k u u u k (k )! so the slope is the number of stages. Slopes Stomach: 5.9 M, 5.7 F; Pancreas M 5.76, F 6.8 Rick Durrett (Cornell) Banff 9//9 /8 Rick Durrett (Cornell) Banff 9//9 /8 Progression to Colon Cancer The Problem Luebeck and Moolgavakar () PNAS fit a four stage model to incidence of colon cancer by age. Given a population of size N, how long does it take until τ k the first time we have an individual with a prespecified sequence of k mutations? Initially all individuals are type. Each individual is subject to replacement at rate. A copy is made of an individual chosen at random from the population. Type j mutatestotypej at rate u j. Rick Durrett (Cornell) Banff 9//9 5/8 Rick Durrett (Cornell) Banff 9//9 6/8
2 Theorem. If Nu andn u Idea of Proof P(τ > t/nu u ) e t, simulations of n =, u =, u = Since s mutate to s at rate u, τ will occur when there have been O(/u ) births of individuals of type. Probability Density Rescaled Time The number of s is roughly a (time change of ) symmetric random walk, so τ will occur when the number of s reaches O(/ u ). N >> / u guarantees that up to τ the number of s is o(n), so mutations occur at rate Nu, and s that have descendants occur at rate Nu u The waiting time from the mutation until the mutant appears is of order / u. For this to be much smaller than the overall waiting time /Nu u we need Nu <<. Rick Durrett (Cornell) Banff 9//9 7/8 Rick Durrett (Cornell) Banff 9//9 8/8 Waiting for k mutations Durrett, Schmidt, and Schweinsberg Total progeny of a critical binary branching process has P(ξ >k) Ck /,sothesumofm such random variables is O(M ). To get individual of type, we need of order /u births of type. / u mutations to type. /u u births of type. /u / u / mutations to type. /u u / u / births of type. /u / u / u /8 mutations to type. Probability type j has a type k descendant. r j,k = u / u/k j j+ u/ j+ k for j < k Theorem. Let k. Suppose that: (i) Nu. (ii) Forj =,...,k, u j+ /u j > b j for all N. (iii) Thereisana > sothatn a u k. (iv) Nr,k. Then for all t >, lim N P(τ k > t/nu r,k )=exp( t). Rick Durrett (Cornell) Banff 9//9 9/8 Rick Durrett (Cornell) Banff 9//9 / 8 Small time behavior Exponentially growing population, Most cancers occur in less than % of the population so we are looking at the lower tail of the distribution. Let g k (t) =Q (τ k t) where Q is the probability for the branching process started with one type. In the case u j μ g j (t) =μg j (t) ( μ)g j (t) μg j (t) One can inductively solve the differential equations and finds If t << μ / then g k (t) μ k t k /(k )! Schweinsberg (8) Electronic J. Probab., 78 Joint work with Stephen Moseley. Some chronic myeloid leukemia patients show resistance to imatinib at diagnosis, and many others develop resistance during the first year of treatment. Iwasa, Nowak, and Michor (6) and Haeno, Iwassa, Michor (7), both in Genetics. Model is a multi-type branching process in which type i cells have i mutations. Type i cells give birth at rate a i and die at rate b i. λ i = a i b i increases in i. Type i s mutate at rate u i+ becoming type i +. Rick Durrett (Cornell) Banff 9//9 / 8 Rick Durrett (Cornell) Banff 9//9 / 8
3 Math questions Growth of the s Compute the distribution of τ k bethetimeoftheoccurrenceofthefirst type k. k =, most relevant to development of immunity. Let Z k (t) be the number of type k cells at time t. Find the limiting behavior of e λkt Z k (t). t ) P(τ > t Z (s), s t, Ω )=exp ( u Z (s)ds (e λs Z (s) Ω ) V = exponential(λ /a )so ( ) P(τ > t Ω ) E exp u V e λt /λ ) λ = λ + a u e λt /λ (Zt, Zt,...Zt k ) is a decomposable Galton-Watson process, which Kesten and Stigum studied in discrete time. For any k M k t = e λ kt Z k (t) t Show that Mt is L bounded and conclude Theorem. e λt Z (t) W a.s. with u k e λ ks Z k (s) ds is a martingale EW = u /(λ λ ). Rick Durrett (Cornell) Banff 9//9 / 8 Rick Durrett (Cornell) Banff 9//9 / 8 W has a power law tail Proof of power law tail Let Zi (t) be the number of type-i s at time t in a system with Z (t) =eλt V for all t (, ). Theorem. e λt Z (t) V a.s. with Ee θv =/( + u c θ, θ λ/λ ) and hence P(V > x) c V, x λ/λ Figure: Simulated distribution Actually W does not have a power law tail but P(W V )=u a /λ is small. Rick Durrett (Cornell) Banff 9//9 5 / 8 Rick Durrett (Cornell) Banff 9//9 6 / 8 Results from Sjoblom et al (6): 5 tumors Results from Wood et al. (7) Science Figure: Last three columns: APC (), p5 (7), K-ras (6) Rick Durrett (Cornell) Banff 9//9 7 / 8 Rick Durrett (Cornell) Banff 9//9 8 / 8
4 Flawed Methodology? Exponentially growing population, Wood et al. (7): of the top 9 genes, selected based on the pathways in which they occur, were chosen for further sequencing. 5 of the genes (8%) were not mutated in any of the 96 tumors studied. False Discovery Rate of %?? Joint work with John Mayberry In some cancers, e.g., colon cancer, an early stage is the growth of a benign tumor, before progression to malignancy. Genetic Progression and the Waiting Time to Cancer Niko Beerenwinkel, Tibor Antal, David Dingli, Arne Traulsen, Kenneth W. Kinzler, Victor E. Velculescu, Bert Vogelstein, Martin A. Nowak PLoS Computational Biology (7) e5 Wright-Fisher model in exponentially growing population. Cells with k mutations have relative fitness ( + γ) k. Rick Durrett (Cornell) Banff 9//9 9 / 8 Rick Durrett (Cornell) Banff 9//9 / 8 Populations of fixed size Theorem. Suppose that X () = N and N = μ α for some α>. Let L =log(/μ). As μ, Y N k (t) L log+ (X k (Lt/γ)) y k (t) uniformly on compact subsets of (, ). The limit y k (t) is deterministic and piecewise linear. In applications γ is small, e.g.,., and the limit process is almost independent of γ. Figure: Simulation from Beerenwinkel et al. Rick Durrett (Cornell) Banff 9//9 / 8 Rick Durrett (Cornell) Banff 9//9 / 8 Inductive definition First regime α (, /). Limit when α =. Suppose we have defined the timit to time s n. Let m =max{j : y j (s n )=α}. Supposethat (i) y j (s n )=forj > k, y j (s n ) > form < j k, (ii) y j+ (s n ) y j (s n ) Let K = k if y k (s n ) <, and K = k +ify k (s n )=. γ m =(+γ) m. Then for t Δ n (y j (s n )+tγ j m /γ) + j < m y j (s n + t) = y j (s n )+tγ j m /γ m j K. j > K Rick Durrett (Cornell) Banff 9//9 / 8 Rick Durrett (Cornell) Banff 9//9 / 8
5 Second regime α (/, /6). Limit for α =.8 Third regime α (/6, 5/). Limit for α = Size of Y k Time (Units of L/γ) Rick Durrett (Cornell) Banff 9//9 5 / 8 Rick Durrett (Cornell) Banff 9//9 6 / 8 Exponentially growing population.5.5 y k (t) t Figure: Simulation from Beerenwinkel et al. Rick Durrett (Cornell) Banff 9//9 7 / 8 Rick Durrett (Cornell) Banff 9//9 8 / 8
Wald Lecture 2 My Work in Genetics with Jason Schweinsbreg
Wald Lecture 2 My Work in Genetics with Jason Schweinsbreg Rick Durrett Rick Durrett (Cornell) Genetics with Jason 1 / 42 The Problem Given a population of size N, how long does it take until τ k the first
More informationSpatial Moran model. Rick Durrett... A report on joint work with Jasmine Foo, Kevin Leder (Minnesota), and Marc Ryser (postdoc at Duke)
Spatial Moran model Rick Durrett... A report on joint work with Jasmine Foo, Kevin Leder (Minnesota), and Marc Ryser (postdoc at Duke) Rick Durrett (Duke) ASU 1 / 27 Stan Ulam once said: I have sunk so
More informationStan Ulam once said: Branching Process Models of Cancer. I have sunk so low that my last paper contained numbers with decimal points.
Branching Process Models of Cancer Rick Durrett... A report on joint work with Stephen Moseley (Cornell consulting in Boston) with Jasmine Foo, Kevin Leder (Minnesota), Franziska Michor (Dana Farber Cancer
More informationarxiv: v3 [math.pr] 23 Jun 2009
The Annals of Applied Probability 29, Vol. 19, No. 2, 676 718 DOI: 1.1214/8-AAP559 c Institute of Mathematical Statistics, 29 arxiv:77.257v3 [math.pr] 23 Jun 29 A WAITING TIME PROBLEM ARISING FROM THE
More informationThe dynamics of complex adaptation
The dynamics of complex adaptation Daniel Weissman Mar. 20, 2014 People Michael Desai, Marc Feldman, Daniel Fisher Joanna Masel, Meredith Trotter; Yoav Ram Other relevant work: Nick Barton, Shahin Rouhani;
More informationThe genealogy of branching Brownian motion with absorption. by Jason Schweinsberg University of California at San Diego
The genealogy of branching Brownian motion with absorption by Jason Schweinsberg University of California at San Diego (joint work with Julien Berestycki and Nathanaël Berestycki) Outline 1. A population
More informationThe Age-specific Incidence of Cancer: phases, transitions and biological implications
The Age-specific Incidence of Cancer: phases, transitions and biological implications Supplementary Information A Hazard and Survival Function of the MSCE model Figure 1 shows a schematic representation
More informationModern Discrete Probability Branching processes
Modern Discrete Probability IV - Branching processes Review Sébastien Roch UW Madison Mathematics November 15, 2014 1 Basic definitions 2 3 4 Galton-Watson branching processes I Definition A Galton-Watson
More informationTHE x log x CONDITION FOR GENERAL BRANCHING PROCESSES
J. Appl. Prob. 35, 537 544 (1998) Printed in Israel Applied Probability Trust 1998 THE x log x CONDITION FOR GENERAL BRANCHING PROCESSES PETER OLOFSSON, Rice University Abstract The x log x condition is
More informationGenealogies in Growing Solid Tumors
Genealogies in Growing Solid Tumors Rick Durrett Rick Durrett (Duke) 1 / 36 Over the past two decades, the theory of tumor evolution has been based on the notion that the tumor evolves by a succession
More informationHitting Probabilities
Stat25B: Probability Theory (Spring 23) Lecture: 2 Hitting Probabilities Lecturer: James W. Pitman Scribe: Brian Milch 2. Hitting probabilities Consider a Markov chain with a countable state space S and
More informationEvolutionary dynamics of cancer: A spatial model of cancer initiation
Evolutionary dynamics of cancer: A spatial model of cancer initiation Jasmine Foo University of Minnesota School of Mathematics May 8, 2014 Collaborators Rick Durrett Kevin Leder Marc Ryser Next talk by
More informationPREPRINT 2007:25. Multitype Galton-Watson processes escaping extinction SERIK SAGITOV MARIA CONCEIÇÃO SERRA
PREPRINT 2007:25 Multitype Galton-Watson processes escaping extinction SERIK SAGITOV MARIA CONCEIÇÃO SERRA Department of Mathematical Sciences Division of Mathematical Statistics CHALMERS UNIVERSITY OF
More informationResistance Growth of Branching Random Networks
Peking University Oct.25, 2018, Chengdu Joint work with Yueyun Hu (U. Paris 13) and Shen Lin (U. Paris 6), supported by NSFC Grant No. 11528101 (2016-2017) for Research Cooperation with Oversea Investigators
More informationA Conceptual Proof of the Kesten-Stigum Theorem for Multi-type Branching Processes
Classical and Modern Branching Processes, Springer, New Yor, 997, pp. 8 85. Version of 7 Sep. 2009 A Conceptual Proof of the Kesten-Stigum Theorem for Multi-type Branching Processes by Thomas G. Kurtz,
More informationLatent voter model on random regular graphs
Latent voter model on random regular graphs Shirshendu Chatterjee Cornell University (visiting Duke U.) Work in progress with Rick Durrett April 25, 2011 Outline Definition of voter model and duality with
More informationBranching, smoothing and endogeny
Branching, smoothing and endogeny John D. Biggins, School of Mathematics and Statistics, University of Sheffield, Sheffield, S7 3RH, UK September 2011, Paris Joint work with Gerold Alsmeyer and Matthias
More informationBRANCHING PROCESSES 1. GALTON-WATSON PROCESSES
BRANCHING PROCESSES 1. GALTON-WATSON PROCESSES Galton-Watson processes were introduced by Francis Galton in 1889 as a simple mathematical model for the propagation of family names. They were reinvented
More informationA. Bovier () Branching Brownian motion: extremal process and ergodic theorems
Branching Brownian motion: extremal process and ergodic theorems Anton Bovier with Louis-Pierre Arguin and Nicola Kistler RCS&SM, Venezia, 06.05.2013 Plan 1 BBM 2 Maximum of BBM 3 The Lalley-Sellke conjecture
More informationErdős-Renyi random graphs basics
Erdős-Renyi random graphs basics Nathanaël Berestycki U.B.C. - class on percolation We take n vertices and a number p = p(n) with < p < 1. Let G(n, p(n)) be the graph such that there is an edge between
More informationDynamics of the evolving Bolthausen-Sznitman coalescent. by Jason Schweinsberg University of California at San Diego.
Dynamics of the evolving Bolthausen-Sznitman coalescent by Jason Schweinsberg University of California at San Diego Outline of Talk 1. The Moran model and Kingman s coalescent 2. The evolving Kingman s
More informationCompeting paths over fitness valleys in growing populations. Michael D. Nicholson 1 and Tibor Antal 2
Competing paths over fitness valleys in growing populations Michael D. Nicholson 1 and Tibor Antal 2 1 School of Physics and Astronomy, University of Edinburgh 2 School of Mathematics, University of Edinburgh
More informationSurfing genes. On the fate of neutral mutations in a spreading population
Surfing genes On the fate of neutral mutations in a spreading population Oskar Hallatschek David Nelson Harvard University ohallats@physics.harvard.edu Genetic impact of range expansions Population expansions
More informationProblems on Evolutionary dynamics
Problems on Evolutionary dynamics Doctoral Programme in Physics José A. Cuesta Lausanne, June 10 13, 2014 Replication 1. Consider the Galton-Watson process defined by the offspring distribution p 0 =
More informationSome mathematical models from population genetics
Some mathematical models from population genetics 5: Muller s ratchet and the rate of adaptation Alison Etheridge University of Oxford joint work with Peter Pfaffelhuber (Vienna), Anton Wakolbinger (Frankfurt)
More informationSpatial Moran Models II. Tumor growth and progression
Spatial Moran Models II. Tumor growth and progression Richard Durrett 1, Jasmine Foo 2, and Kevin Leder 3 1. Dept of Mathematics, Duke U., Durham NC 2. Dept of Mathematics and 3. Industrial and Systems
More informationLecture 5. If we interpret the index n 0 as time, then a Markov chain simply requires that the future depends only on the present and not on the past.
1 Markov chain: definition Lecture 5 Definition 1.1 Markov chain] A sequence of random variables (X n ) n 0 taking values in a measurable state space (S, S) is called a (discrete time) Markov chain, if
More informationRecent results on branching Brownian motion on the positive real axis. Pascal Maillard (Université Paris-Sud (soon Paris-Saclay))
Recent results on branching Brownian motion on the positive real axis Pascal Maillard (Université Paris-Sud (soon Paris-Saclay)) CMAP, Ecole Polytechnique, May 18 2017 Pascal Maillard Branching Brownian
More informationON COMPOUND POISSON POPULATION MODELS
ON COMPOUND POISSON POPULATION MODELS Martin Möhle, University of Tübingen (joint work with Thierry Huillet, Université de Cergy-Pontoise) Workshop on Probability, Population Genetics and Evolution Centre
More informationPROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS
PROBABILITY: LIMIT THEOREMS II, SPRING 15. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please
More informationMandelbrot s cascade in a Random Environment
Mandelbrot s cascade in a Random Environment A joint work with Chunmao Huang (Ecole Polytechnique) and Xingang Liang (Beijing Business and Technology Univ) Université de Bretagne-Sud (Univ South Brittany)
More informationAuthor's personal copy
Theoretical Population Biology 78 2 54 66 Contents lists available at ScienceDirect Theoretical Population Biology journal homepage: wwwelseviercom/locate/tpb Evolutionary dynamics of tumor progression
More informationSolutions For Stochastic Process Final Exam
Solutions For Stochastic Process Final Exam (a) λ BMW = 20 0% = 2 X BMW Poisson(2) Let N t be the number of BMWs which have passes during [0, t] Then the probability in question is P (N ) = P (N = 0) =
More informationThe Tightness of the Kesten-Stigum Reconstruction Bound for a Symmetric Model With Multiple Mutations
The Tightness of the Kesten-Stigum Reconstruction Bound for a Symmetric Model With Multiple Mutations City University of New York Frontier Probability Days 2018 Joint work with Dr. Sreenivasa Rao Jammalamadaka
More informationMathematical models in population genetics II
Mathematical models in population genetics II Anand Bhaskar Evolutionary Biology and Theory of Computing Bootcamp January 1, 014 Quick recap Large discrete-time randomly mating Wright-Fisher population
More informationUniversal examples. Chapter The Bernoulli process
Chapter 1 Universal examples 1.1 The Bernoulli process First description: Bernoulli random variables Y i for i = 1, 2, 3,... independent with P [Y i = 1] = p and P [Y i = ] = 1 p. Second description: Binomial
More informationThe Fastest Evolutionary Trajectory
The Fastest Evolutionary Trajectory The Harvard community has made this article openly available. Please share how this access benefits you. Your story matters Citation Traulsen, Arne, Yoh Iwasa, and Martin
More informationON THE DIFFUSION OPERATOR IN POPULATION GENETICS
J. Appl. Math. & Informatics Vol. 30(2012), No. 3-4, pp. 677-683 Website: http://www.kcam.biz ON THE DIFFUSION OPERATOR IN POPULATION GENETICS WON CHOI Abstract. W.Choi([1]) obtains a complete description
More informationLecture 18 : Ewens sampling formula
Lecture 8 : Ewens sampling formula MATH85K - Spring 00 Lecturer: Sebastien Roch References: [Dur08, Chapter.3]. Previous class In the previous lecture, we introduced Kingman s coalescent as a limit of
More informationMathematics, Box F, Brown University, Providence RI 02912, Web site:
April 24, 2012 Jerome L, Stein 1 In their article Dynamics of cancer recurrence, J. Foo and K. Leder (F-L, 2012), were concerned with the timing of cancer recurrence. The cancer cell population consists
More informationLower Tail Probabilities and Related Problems
Lower Tail Probabilities and Related Problems Qi-Man Shao National University of Singapore and University of Oregon qmshao@darkwing.uoregon.edu . Lower Tail Probabilities Let {X t, t T } be a real valued
More informationChildrens game Up The River. Each player has three boats; throw a non-standard die, choose one boat to advance. At end of round, every boat is moved
Childrens game Up The River. Each player has three boats; throw a non-standard die, choose one boat to advance. At end of round, every boat is moved backwards one step; boats at last step are lost.. 1
More informationConvergence exponentielle uniforme vers la distribution quasi-stationnaire en dynamique des populations
Convergence exponentielle uniforme vers la distribution quasi-stationnaire en dynamique des populations Nicolas Champagnat, Denis Villemonais Colloque Franco-Maghrébin d Analyse Stochastique, Nice, 25/11/2015
More informationComputational Systems Biology: Biology X
Bud Mishra Room 1002, 715 Broadway, Courant Institute, NYU, New York, USA Human Population Genomics Outline 1 2 Damn the Human Genomes. Small initial populations; genes too distant; pestered with transposons;
More informationThe Coalescence of Intrahost HIV Lineages Under Symmetric CTL Attack
The Coalescence of Intrahost HIV Lineages Under Symmetric CTL Attack Sivan Leviyang Georgetown University Department of Mathematics May 3, 2012 Abstract Cytotoxic T lymphocytes (CTLs) are immune system
More informationFinal Exam: Probability Theory (ANSWERS)
Final Exam: Probability Theory ANSWERS) IST Austria February 015 10:00-1:30) Instructions: i) This is a closed book exam ii) You have to justify your answers Unjustified results even if correct will not
More informationStochastic processes and Markov chains (part II)
Stochastic processes and Markov chains (part II) Wessel van Wieringen w.n.van.wieringen@vu.nl Department of Epidemiology and Biostatistics, VUmc & Department of Mathematics, VU University Amsterdam, The
More informationarxiv: v2 [math.pr] 25 Feb 2017
ypical behavior of the harmonic measure in critical Galton Watson trees with infinite variance offspring distribution Shen LIN LPMA, Université Pierre et Marie Curie, Paris, France E-mail: shen.lin.math@gmail.com
More informationMultifocality and recurrence risk: a quantitative model of field cancerization
Multifocality and recurrence risk: a quantitative model of field cancerization Jasmine Foo 1, Kevin Leder 2, and Marc D. Ryser 3 1. School of Mathematics, and 2. Industrial and Systems Engineering, University
More informationMacroscopic quasi-stationary distribution and microscopic particle systems
Macroscopic quasi-stationary distribution and microscopic particle systems Matthieu Jonckheere, UBA-CONICET, BCAM visiting fellow Coauthors: A. Asselah, P. Ferrari, P. Groisman, J. Martinez, S. Saglietti.
More informationHeterogeneity in evolutionary models of tumor progression
Heterogeneity in evolutionary models of tumor progression Rick Durrett, Jasmine Foo, Kevin Leder, John Mayberry and Franziska Michor July 4, 2 sec-intro Introduction All cancers and tumor types display
More informationConvergence exponentielle uniforme vers la distribution quasi-stationnaire de processus de Markov absorbés
Convergence exponentielle uniforme vers la distribution quasi-stationnaire de processus de Markov absorbés Nicolas Champagnat, Denis Villemonais Séminaire commun LJK Institut Fourier, Méthodes probabilistes
More informationWXML Final Report: Chinese Restaurant Process
WXML Final Report: Chinese Restaurant Process Dr. Noah Forman, Gerandy Brito, Alex Forney, Yiruey Chou, Chengning Li Spring 2017 1 Introduction The Chinese Restaurant Process (CRP) generates random partitions
More informationHomework 3 posted, due Tuesday, November 29.
Classification of Birth-Death Chains Tuesday, November 08, 2011 2:02 PM Homework 3 posted, due Tuesday, November 29. Continuing with our classification of birth-death chains on nonnegative integers. Last
More informationSupplemental Information (SI): Impact of Tumor Progression on Cancer Incidence Curves
1 Supplemental Information (SI): Impact of Tumor Progression on Cancer Incidence Curves Mathematical Methods We briefly summarize the mathematical development for the MSCE model (Figure 1). Tumor initiation
More informationHard-Core Model on Random Graphs
Hard-Core Model on Random Graphs Antar Bandyopadhyay Theoretical Statistics and Mathematics Unit Seminar Theoretical Statistics and Mathematics Unit Indian Statistical Institute, New Delhi Centre New Delhi,
More informationThe tree-valued Fleming-Viot process with mutation and selection
The tree-valued Fleming-Viot process with mutation and selection Peter Pfaffelhuber University of Freiburg Joint work with Andrej Depperschmidt and Andreas Greven Population genetic models Populations
More informationUPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES
Applied Probability Trust 7 May 22 UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES HAMED AMINI, AND MARC LELARGE, ENS-INRIA Abstract Upper deviation results are obtained for the split time of a
More informationSimulation methods for stochastic models in chemistry
Simulation methods for stochastic models in chemistry David F. Anderson anderson@math.wisc.edu Department of Mathematics University of Wisconsin - Madison SIAM: Barcelona June 4th, 21 Overview 1. Notation
More informationPoisson Processes. Particles arriving over time at a particle detector. Several ways to describe most common model.
Poisson Processes Particles arriving over time at a particle detector. Several ways to describe most common model. Approach 1: a) numbers of particles arriving in an interval has Poisson distribution,
More informationMicroarray Data Analysis: Discovery
Microarray Data Analysis: Discovery Lecture 5 Classification Classification vs. Clustering Classification: Goal: Placing objects (e.g. genes) into meaningful classes Supervised Clustering: Goal: Discover
More informationarxiv: v2 [q-bio.pe] 13 Jul 2011
The rate of mutli-step evolution in Moran and Wright-Fisher populations Stephen R. Proulx a, a Ecology, Evolution and Marine Biology Department, UC Santa Barbara, Santa Barbara, CA 93106, USA arxiv:1104.3549v2
More informationSpatial Moran Models, II: Cancer initiation in spatially structured tissue
Spatial Moran Models, II: Cancer initiation in spatially structured tissue Richard Durrett 1, Jasmine Foo 2, and Kevin Leder 3 1. Dept of Mathematics, Duke U., Durham NC 2. Dept of Mathematics and 3. Industrial
More informationOrnstein-Uhlenbeck processes for geophysical data analysis
Ornstein-Uhlenbeck processes for geophysical data analysis Semere Habtemicael Department of Mathematics North Dakota State University May 19, 2014 Outline 1 Introduction 2 Model 3 Characteristic function
More informationPreliminary Exam: Probability 9:00am 2:00pm, Friday, January 6, 2012
Preliminary Exam: Probability 9:00am 2:00pm, Friday, January 6, 202 The exam lasts from 9:00am until 2:00pm, with a walking break every hour. Your goal on this exam should be to demonstrate mastery of
More informationModelling the risk process
Modelling the risk process Krzysztof Burnecki Hugo Steinhaus Center Wroc law University of Technology www.im.pwr.wroc.pl/ hugo Modelling the risk process 1 Risk process If (Ω, F, P) is a probability space
More informationPredictive Modeling of Signaling Crosstalk... Model execution and model checking can be used to test a biological hypothesis
Model execution and model checking can be used to test a biological hypothesis The model is an explanation of a biological mechanism and its agreement with experimental results is used to either validate
More informationLogarithmic scaling of planar random walk s local times
Logarithmic scaling of planar random walk s local times Péter Nándori * and Zeyu Shen ** * Department of Mathematics, University of Maryland ** Courant Institute, New York University October 9, 2015 Abstract
More informationRare Events in Random Walks and Queueing Networks in the Presence of Heavy-Tailed Distributions
Rare Events in Random Walks and Queueing Networks in the Presence of Heavy-Tailed Distributions Sergey Foss Heriot-Watt University, Edinburgh and Institute of Mathematics, Novosibirsk The University of
More informationMASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 7 9/25/2013
MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.65/15.070J Fall 013 Lecture 7 9/5/013 The Reflection Principle. The Distribution of the Maximum. Brownian motion with drift Content. 1. Quick intro to stopping times.
More informationPopulation growth: Galton-Watson process. Population growth: Galton-Watson process. A simple branching process. A simple branching process
Population growth: Galton-Watson process Population growth: Galton-Watson process Asimplebranchingprocess September 27, 2013 Probability law on the n-th generation 1/26 2/26 A simple branching process
More informationWeak quenched limiting distributions of a one-dimensional random walk in a random environment
Weak quenched limiting distributions of a one-dimensional random walk in a random environment Jonathon Peterson Cornell University Department of Mathematics Joint work with Gennady Samorodnitsky September
More informationSTAT 380 Markov Chains
STAT 380 Markov Chains Richard Lockhart Simon Fraser University Spring 2016 Richard Lockhart (Simon Fraser University) STAT 380 Markov Chains Spring 2016 1 / 38 1/41 PoissonProcesses.pdf (#2) Poisson Processes
More informationQuantitative trait evolution with mutations of large effect
Quantitative trait evolution with mutations of large effect May 1, 2014 Quantitative traits Traits that vary continuously in populations - Mass - Height - Bristle number (approx) Adaption - Low oxygen
More informationGenealogies in Growing Solid Tumors
Genealogies in Growing Solid Tumors Rick Durrett, Duke U. January 5, 218 Abstract Over the past two decades, the theory of tumor evolution has largely focused on the selective sweeps model. According to
More informationAlmost giant clusters for percolation on large trees
for percolation on large trees Institut für Mathematik Universität Zürich Erdős-Rényi random graph model in supercritical regime G n = complete graph with n vertices Bond percolation with parameter p(n)
More informationCrump Mode Jagers processes with neutral Poissonian mutations
Crump Mode Jagers processes with neutral Poissonian mutations Nicolas Champagnat 1 Amaury Lambert 2 1 INRIA Nancy, équipe TOSCA 2 UPMC Univ Paris 06, Laboratoire de Probabilités et Modèles Aléatoires Paris,
More informationBranching processes. Chapter Background Basic definitions
Chapter 5 Branching processes Branching processes arise naturally in the study of stochastic processes on trees and locally tree-like graphs. After a review of the basic extinction theory of branching
More informationRandom trees and branching processes
Random trees and branching processes Svante Janson IMS Medallion Lecture 12 th Vilnius Conference and 2018 IMS Annual Meeting Vilnius, 5 July, 2018 Part I. Galton Watson trees Let ξ be a random variable
More informationCOPYRIGHTED MATERIAL CONTENTS. Preface Preface to the First Edition
Preface Preface to the First Edition xi xiii 1 Basic Probability Theory 1 1.1 Introduction 1 1.2 Sample Spaces and Events 3 1.3 The Axioms of Probability 7 1.4 Finite Sample Spaces and Combinatorics 15
More informationMaster s Written Examination - Solution
Master s Written Examination - Solution Spring 204 Problem Stat 40 Suppose X and X 2 have the joint pdf f X,X 2 (x, x 2 ) = 2e (x +x 2 ), 0 < x < x 2
More informationFast-slow systems with chaotic noise
Fast-slow systems with chaotic noise David Kelly Ian Melbourne Courant Institute New York University New York NY www.dtbkelly.com May 1, 216 Statistical properties of dynamical systems, ESI Vienna. David
More informationIntroduction to self-similar growth-fragmentations
Introduction to self-similar growth-fragmentations Quan Shi CIMAT, 11-15 December, 2017 Quan Shi Growth-Fragmentations CIMAT, 11-15 December, 2017 1 / 34 Literature Jean Bertoin, Compensated fragmentation
More informationSome Properties of NSFDEs
Chenggui Yuan (Swansea University) Some Properties of NSFDEs 1 / 41 Some Properties of NSFDEs Chenggui Yuan Swansea University Chenggui Yuan (Swansea University) Some Properties of NSFDEs 2 / 41 Outline
More informationLarge deviations and averaging for systems of slow fast stochastic reaction diffusion equations.
Large deviations and averaging for systems of slow fast stochastic reaction diffusion equations. Wenqing Hu. 1 (Joint work with Michael Salins 2, Konstantinos Spiliopoulos 3.) 1. Department of Mathematics
More informationPROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS
PROBABILITY: LIMIT THEOREMS II, SPRING 218. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please
More informationSpatial Evolutionary Games
Spatial Evolutionary Games Rick Durrett (Duke) ASU 4/10/14 1 / 27 Almost 20 years ago R. Durrett and Simon Levin. The importance of being discrete (and spatial). Theoret. Pop. Biol. 46 (1994), 363-394
More informationMultiple points of the Brownian sheet in critical dimensions
Multiple points of the Brownian sheet in critical dimensions Robert C. Dalang Ecole Polytechnique Fédérale de Lausanne Based on joint work with: Carl Mueller Multiple points of the Brownian sheet in critical
More informationSpectral asymptotics for stable trees and the critical random graph
Spectral asymptotics for stable trees and the critical random graph EPSRC SYMPOSIUM WORKSHOP DISORDERED MEDIA UNIVERSITY OF WARWICK, 5-9 SEPTEMBER 2011 David Croydon (University of Warwick) Based on joint
More informationFrom Individual-based Population Models to Lineage-based Models of Phylogenies
From Individual-based Population Models to Lineage-based Models of Phylogenies Amaury Lambert (joint works with G. Achaz, H.K. Alexander, R.S. Etienne, N. Lartillot, H. Morlon, T.L. Parsons, T. Stadler)
More informationKingman s coalescent and Brownian motion.
Kingman s coalescent and Brownian motion. Julien Berestycki and Nathanaël Berestycki Julien Berestycki, Université UPMC, Laboratoire de Probabilités et Modèles Aléatoires. http://www.proba.jussieu.fr/
More informationAlmost sure asymptotics for the random binary search tree
AofA 10 DMTCS proc. AM, 2010, 565 576 Almost sure asymptotics for the rom binary search tree Matthew I. Roberts Laboratoire de Probabilités et Modèles Aléatoires, Université Paris VI Case courrier 188,
More informationGene Expression Data Classification with Revised Kernel Partial Least Squares Algorithm
Gene Expression Data Classification with Revised Kernel Partial Least Squares Algorithm Zhenqiu Liu, Dechang Chen 2 Department of Computer Science Wayne State University, Market Street, Frederick, MD 273,
More informationModel Specification Testing in Nonparametric and Semiparametric Time Series Econometrics. Jiti Gao
Model Specification Testing in Nonparametric and Semiparametric Time Series Econometrics Jiti Gao Department of Statistics School of Mathematics and Statistics The University of Western Australia Crawley
More informationON THE TWO OLDEST FAMILIES FOR THE WRIGHT-FISHER PROCESS
ON THE TWO OLDEST FAMILIES FOR THE WRIGHT-FISHER PROCESS JEAN-FRANÇOIS DELMAS, JEAN-STÉPHANE DHERSIN, AND ARNO SIRI-JEGOUSSE Abstract. We extend some of the results of Pfaffelhuber and Walkobinger on the
More informationMATH 19B FINAL EXAM PROBABILITY REVIEW PROBLEMS SPRING, 2010
MATH 9B FINAL EXAM PROBABILITY REVIEW PROBLEMS SPRING, 00 This handout is meant to provide a collection of exercises that use the material from the probability and statistics portion of the course The
More informationAsymptotic distribution of the largest eigenvalue with application to genetic data
Asymptotic distribution of the largest eigenvalue with application to genetic data Chong Wu University of Minnesota September 30, 2016 T32 Journal Club Chong Wu 1 / 25 Table of Contents 1 Background Gene-gene
More informationCritical branching Brownian motion with absorption. by Jason Schweinsberg University of California at San Diego
Critical branching Brownian motion with absorption by Jason Schweinsberg University of California at San Diego (joint work with Julien Berestycki and Nathanaël Berestycki) Outline 1. Definition and motivation
More informationLecture 2. We now introduce some fundamental tools in martingale theory, which are useful in controlling the fluctuation of martingales.
Lecture 2 1 Martingales We now introduce some fundamental tools in martingale theory, which are useful in controlling the fluctuation of martingales. 1.1 Doob s inequality We have the following maximal
More informationMATH 6605: SUMMARY LECTURE NOTES
MATH 6605: SUMMARY LECTURE NOTES These notes summarize the lectures on weak convergence of stochastic processes. If you see any typos, please let me know. 1. Construction of Stochastic rocesses A stochastic
More information