Armitage and Doll (1954) Probability models for cancer development and progression. Incidence of Retinoblastoma. Why a power law?

Size: px
Start display at page:

Download "Armitage and Doll (1954) Probability models for cancer development and progression. Incidence of Retinoblastoma. Why a power law?"

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 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 information

Spatial 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) 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 information

Stan Ulam once said: Branching Process Models of Cancer. I have sunk so low that my last paper contained numbers with decimal points.

Stan 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 information

arxiv: v3 [math.pr] 23 Jun 2009

arxiv: 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 information

The dynamics of complex adaptation

The 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 information

The 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 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 information

The Age-specific Incidence of Cancer: phases, transitions and biological implications

The 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 information

Modern Discrete Probability Branching processes

Modern 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 information

THE x log x CONDITION FOR GENERAL BRANCHING PROCESSES

THE 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 information

Genealogies in Growing Solid Tumors

Genealogies 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 information

Hitting Probabilities

Hitting 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 information

Evolutionary dynamics of cancer: A spatial model of cancer initiation

Evolutionary 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 information

PREPRINT 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 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 information

Resistance Growth of Branching Random Networks

Resistance 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 information

A Conceptual Proof of the Kesten-Stigum Theorem for Multi-type Branching Processes

A 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 information

Latent voter model on random regular graphs

Latent 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 information

Branching, smoothing and endogeny

Branching, 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 information

BRANCHING PROCESSES 1. GALTON-WATSON PROCESSES

BRANCHING 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 information

A. Bovier () Branching Brownian motion: extremal process and ergodic theorems

A. 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 information

Erdős-Renyi random graphs basics

Erdős-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 information

Dynamics 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. 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 information

Competing 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 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 information

Surfing genes. On the fate of neutral mutations in a spreading population

Surfing 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 information

Problems on Evolutionary dynamics

Problems 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 information

Some mathematical models from population genetics

Some 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 information

Spatial Moran Models II. Tumor growth and progression

Spatial 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 information

Lecture 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.

Lecture 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 information

Recent 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)) 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 information

ON COMPOUND POISSON POPULATION MODELS

ON 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 information

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS

PROBABILITY: 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 information

Mandelbrot s cascade in a Random Environment

Mandelbrot 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 information

Author's personal copy

Author'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 information

Solutions For Stochastic Process Final Exam

Solutions 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 information

The 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 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 information

Mathematical models in population genetics II

Mathematical 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 information

Universal examples. Chapter The Bernoulli process

Universal 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 information

The Fastest Evolutionary Trajectory

The 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 information

ON THE DIFFUSION OPERATOR IN POPULATION GENETICS

ON 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 information

Lecture 18 : Ewens sampling formula

Lecture 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 information

Mathematics, Box F, Brown University, Providence RI 02912, Web site:

Mathematics, 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 information

Lower Tail Probabilities and Related Problems

Lower 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 information

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

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 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 information

Convergence exponentielle uniforme vers la distribution quasi-stationnaire en dynamique des populations

Convergence 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 information

Computational Systems Biology: Biology X

Computational 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 information

The Coalescence of Intrahost HIV Lineages Under Symmetric CTL Attack

The 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 information

Final Exam: Probability Theory (ANSWERS)

Final 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 information

Stochastic processes and Markov chains (part II)

Stochastic 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 information

arxiv: v2 [math.pr] 25 Feb 2017

arxiv: 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 information

Multifocality and recurrence risk: a quantitative model of field cancerization

Multifocality 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 information

Macroscopic quasi-stationary distribution and microscopic particle systems

Macroscopic 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 information

Heterogeneity in evolutionary models of tumor progression

Heterogeneity 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 information

Convergence 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 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 information

WXML Final Report: Chinese Restaurant Process

WXML 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 information

Homework 3 posted, due Tuesday, November 29.

Homework 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 information

Supplemental Information (SI): Impact of Tumor Progression on Cancer Incidence Curves

Supplemental 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 information

Hard-Core Model on Random Graphs

Hard-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 information

The tree-valued Fleming-Viot process with mutation and selection

The 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 information

UPPER DEVIATIONS FOR SPLIT TIMES OF BRANCHING PROCESSES

UPPER 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 information

Simulation methods for stochastic models in chemistry

Simulation 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 information

Poisson 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. 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 information

Microarray Data Analysis: Discovery

Microarray 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 information

arxiv: v2 [q-bio.pe] 13 Jul 2011

arxiv: 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 information

Spatial Moran Models, II: Cancer initiation in spatially structured tissue

Spatial 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 information

Ornstein-Uhlenbeck processes for geophysical data analysis

Ornstein-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 information

Preliminary Exam: Probability 9:00am 2:00pm, Friday, January 6, 2012

Preliminary 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 information

Modelling the risk process

Modelling 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 information

Predictive Modeling of Signaling Crosstalk... Model execution and model checking can be used to test a biological hypothesis

Predictive 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 information

Logarithmic scaling of planar random walk s local times

Logarithmic 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 information

Rare 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 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 information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 7 9/25/2013

MASSACHUSETTS 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 information

Population 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. 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 information

Weak 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 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 information

STAT 380 Markov Chains

STAT 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 information

Quantitative trait evolution with mutations of large effect

Quantitative 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 information

Genealogies in Growing Solid Tumors

Genealogies 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 information

Almost giant clusters for percolation on large trees

Almost 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 information

Crump Mode Jagers processes with neutral Poissonian mutations

Crump 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 information

Branching processes. Chapter Background Basic definitions

Branching 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 information

Random trees and branching processes

Random 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 information

COPYRIGHTED MATERIAL CONTENTS. Preface Preface to the First Edition

COPYRIGHTED 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 information

Master s Written Examination - Solution

Master 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 information

Fast-slow systems with chaotic noise

Fast-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 information

Introduction to self-similar growth-fragmentations

Introduction 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 information

Some Properties of NSFDEs

Some 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 information

Large 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. 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 information

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS

PROBABILITY: 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 information

Spatial Evolutionary Games

Spatial 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 information

Multiple points of the Brownian sheet in critical dimensions

Multiple 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 information

Spectral asymptotics for stable trees and the critical random graph

Spectral 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 information

From Individual-based Population Models to Lineage-based Models of Phylogenies

From 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 information

Kingman s coalescent and Brownian motion.

Kingman 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 information

Almost sure asymptotics for the random binary search tree

Almost 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 information

Gene Expression Data Classification with Revised Kernel Partial Least Squares Algorithm

Gene 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 information

Model Specification Testing in Nonparametric and Semiparametric Time Series Econometrics. Jiti Gao

Model 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 information

ON THE TWO OLDEST FAMILIES FOR THE WRIGHT-FISHER PROCESS

ON 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 information

MATH 19B FINAL EXAM PROBABILITY REVIEW PROBLEMS SPRING, 2010

MATH 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 information

Asymptotic distribution of the largest eigenvalue with application to genetic data

Asymptotic 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 information

Critical 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 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 information

Lecture 2. We now introduce some fundamental tools in martingale theory, which are useful in controlling the fluctuation of martingales.

Lecture 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 information

MATH 6605: SUMMARY LECTURE NOTES

MATH 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