scholarly journals Heavy-tailed abundance distributions from stochastic Lotka-Volterra models

2021 ◽  
Author(s):  
Lana Descheemaeker ◽  
Jacopo Grilli ◽  
Sophie de Buyl

Microbial communities found in nature are composed of many rare species and few abundant ones, as reflected by their heavy-tailed abundance distributions. How a large number of species can coexist in those complex communities and why they are dominated by rare species is still not fully understood. We show how heavy-tailed distributions arise as an emergent property from large communities with many interacting species in population-level models. To do so we rely on stochastic logistic and generalized Lotka-Volterra models for which we introduce a global maximal capacity. This maximal capacity accounts for the fact that communities are limited by available resources and space. In a parallel ‘ad-hoc’ approach, we obtain heavy-tailed abundance distributions from non-interacting models through specific distributions of the parameters. We expect both mechanisms, interactions between many species and specific parameter distributions, to be relevant to explain the observed heavy tails.

2019 ◽  
Author(s):  
Brian Joseph Enquist ◽  
Xiao Feng ◽  
Bradley Boyle ◽  
Brian Maitner ◽  
Erica A. Newman ◽  
...  

A key feature of life’s diversity is that some species are common but many more are rare. Nonetheless, at global scales, we do not know what fraction of biodiversity consists of rare species. Here, we present the largest compilation of global plant species observation data in order to quantify the fraction of Earth’s extant land plant biodiversity that is common versus rare. Tests of different hypotheses for the origin of species commonness and rarity indicates that sampling biases and prominent models such as niche theory and neutral theory cannot account for the observed prevalence of rare species. Instead, the distribution of commonness is best approximated by heavy-tailed distributions like the Pareto or Poisson-lognormal distributions. As a result, a large fraction, ~36.5% of an estimated ~435k total plant species, are exceedingly rare. We also show that rare species tend to cluster in a small number of ‘hotspots’ mainly characterized by being in tropical and subtropical mountains and areas that have experienced greater climate stability. Our results indicate that (i) non-neutral processes, likely associated with reduced risk of extinction, have maintained a large fraction of Earth’s plant species but that (ii) climate change and human impact appear to now and will disproportionately impact rare species. Together, these results point to a large fraction of Earth’s plant species are faced with increased chances of extinction. Our results indicate that global species abundance distributions have important implications for conservation planning in this era of rapid global change.


2016 ◽  
Vol 33 (6) ◽  
pp. 1352-1386 ◽  
Author(s):  
Herold Dehling ◽  
Daniel Vogel ◽  
Martin Wendler ◽  
Dominik Wied

For a bivariate time series ((Xi ,Yi))i=1,...,n, we want to detect whether the correlation between Xi and Yi stays constant for all i = 1,...n. We propose a nonparametric change-point test statistic based on Kendall’s tau. The asymptotic distribution under the null hypothesis of no change follows from a new U-statistic invariance principle for dependent processes. Assuming a single change-point, we show that the location of the change-point is consistently estimated. Kendall’s tau possesses a high efficiency at the normal distribution, as compared to the normal maximum likelihood estimator, Pearson’s moment correlation. Contrary to Pearson’s correlation coefficient, it shows no loss in efficiency at heavy-tailed distributions, and is therefore particularly suited for financial data, where heavy tails are common. We assume the data ((Xi ,Yi))i=1,...,n to be stationary and P-near epoch dependent on an absolutely regular process. The P-near epoch dependence condition constitutes a generalization of the usually considered Lp-near epoch dependence allowing for arbitrarily heavy-tailed data. We investigate the test numerically, compare it to previous proposals, and illustrate its application with two real-life data examples.


2005 ◽  
Vol 14 (02) ◽  
pp. 233-247 ◽  
Author(s):  
ZHIPIN YE ◽  
CHUANGYIN DANG

Over the past few years, scaling phenomena involving self-similarity and heavy-tailed distributions have attracted the interest of various researchers in telecommunications and networks. In this paper, we study the linear fractional stable noise (LFSN) which exhibits both long-range dependence and heavy tails property. LFSN can be represented as a linear process with weight coefficients and α-stable random variables. The coefficients of the linear process are determined by a kernel function and depend on five parameters. This paper focuses on estimating two unknown parameters a and b. Based on minimizing square errors, several methods for estimating these two parameters are presented. Detailed tables and graphs have been included in extensive simulations which show the methods are good estimates.


2013 ◽  
Vol 45 (01) ◽  
pp. 106-138 ◽  
Author(s):  
Predrag R. Jelenković ◽  
Jian Tan

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamic is modeled as an independent and identically distributed sequence {A, A i } i≥1 that is independent of L. During each period of time that the channel becomes available, say A i , we attempt to transmit the data unit. If L <A i , the transmission is considered successful; otherwise, we wait for the next available period A i+1 and attempt to retransmit the data from the beginning. We investigate the asymptotic properties of the number of retransmissions N and the total transmission time T until the data is successfully transmitted. In the context of studying the completion times in systems with failures where jobs restart from the beginning, it was first recognized by Fiorini, Sheahan and Lipsky (2005) and Sheahan, Lipsky, Fiorini and Asmussen (2006) that this model results in power-law and, in general, heavy-tailed delays. The main objective of this paper is to uncover the detailed structure of this class of heavy-tailed distributions induced by retransmissions. More precisely, we study how the functional relationship ℙ[L>x]-1 ≈ Φ (ℙ[A>x]-1) impacts the distributions of N and T; the approximation ‘≈’ will be appropriately defined in the paper based on the context. Depending on the growth rate of Φ(·), we discover several criticality points that separate classes of different functional behaviors of the distribution of N. For example, we show that if log(Φ(n)) is slowly varying then log(1/ℙ[N>n]) is essentially slowly varying as well. Interestingly, if log(Φ(n)) grows slower than e√(logn) then we have the asymptotic equivalence log(ℙ[N>n]) ≈ - log(Φ(n)). However, if log(Φ(n)) grows faster than e√(logn), this asymptotic equivalence does not hold and admits a different functional form. Similarly, different types of distributional behavior are shown for moderately heavy tails (Weibull distributions) where log(ℙ[N>n]) ≈ -(log Φ(n))1/(β+1), assuming that log Φ(n) ≈ nβ, as well as the nearly exponential ones of the form log(ℙ[N>n]) ≈ -n/(log n)1/γ, γ>0, when Φ(·) grows faster than two exponential scales log log (Φ(n)) ≈ n γ.


2002 ◽  
Vol 18 (5) ◽  
pp. 1019-1039 ◽  
Author(s):  
Tucker McElroy ◽  
Dimitris N. Politis

The problem of statistical inference for the mean of a time series with possibly heavy tails is considered. We first show that the self-normalized sample mean has a well-defined asymptotic distribution. Subsampling theory is then used to develop asymptotically correct confidence intervals for the mean without knowledge (or explicit estimation) either of the dependence characteristics, or of the tail index. Using a symmetrization technique, we also construct a distribution estimator that combines robustness and accuracy: it is higher-order accurate in the regular case, while remaining consistent in the heavy tailed case. Some finite-sample simulations confirm the practicality of the proposed methods.


2021 ◽  
Author(s):  
Hsing-Jui Wang ◽  
Soohyun Yang ◽  
Ralf Merz ◽  
Stefano Basso

<p>Heavy-tailed probability distributions of streamflow are frequently observed in river basins. They indicate sizable odds of extreme events in these catchments and thus signal the existence of enhanced hydrological perils. Notwithstanding their relevance for characterizing the hydrological hazard of river basins, identifying specific mechanisms which promote the emergence of heavy-tailed flow distributions has proved challenging due to the complex hydrological response of such dynamical systems exposed to highly variable rainfall inputs.</p><p>In this study we combine a continuous hydrological model grounded on the geomorphological theory of the hydrologic response with archetypical descriptions of the spatial and temporal distributions of rainfall inputs and catchment attributes to investigate physical mechanisms and stochastic features leading to the emergence of heavy tails.</p><p>In the model, soil moisture dynamics driven by the water balance in the root zone trigger superficial and subsurface runoff contributions, which are routed to the catchment outlet by means of a representation of transport by travel time distributions. The framework enables a parsimonious distributed description of hydrological processes, suitably considered with their stochastic character, and is thus fit for the goal of investigating manifold mechanisms promoting heavy-tailed streamflow distributions.</p><p>A set of archetypical spatial and temporal variabilities of rainfall inputs and catchment attributes (e.g., localized versus uniform rainfall in the catchment, lumped versus distributed catchment attributes, mainly upstream versus downstream source areas, high versus low rainfall frequency) are finally imposed in the model and their capability (or not) to affect the tail of the streamflow distribution is investigated.</p><p>The proposed framework provides a way to disentangle physical attributes of river catchments and stochastic properties of hydroclimatic variables which control the emergence of heavy-tailed streamflow distributions and thus identify the key drivers of the inherent hydrological hazard of river basins.</p>


2013 ◽  
Vol 45 (1) ◽  
pp. 106-138 ◽  
Author(s):  
Predrag R. Jelenković ◽  
Jian Tan

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamic is modeled as an independent and identically distributed sequence {A, Ai}i≥1 that is independent of L. During each period of time that the channel becomes available, say Ai, we attempt to transmit the data unit. If L <Ai, the transmission is considered successful; otherwise, we wait for the next available period Ai+1 and attempt to retransmit the data from the beginning. We investigate the asymptotic properties of the number of retransmissions N and the total transmission time T until the data is successfully transmitted. In the context of studying the completion times in systems with failures where jobs restart from the beginning, it was first recognized by Fiorini, Sheahan and Lipsky (2005) and Sheahan, Lipsky, Fiorini and Asmussen (2006) that this model results in power-law and, in general, heavy-tailed delays. The main objective of this paper is to uncover the detailed structure of this class of heavy-tailed distributions induced by retransmissions. More precisely, we study how the functional relationship ℙ[L>x]-1 ≈ Φ (ℙ[A>x]-1) impacts the distributions of N and T; the approximation ‘≈’ will be appropriately defined in the paper based on the context. Depending on the growth rate of Φ(·), we discover several criticality points that separate classes of different functional behaviors of the distribution of N. For example, we show that if log(Φ(n)) is slowly varying then log(1/ℙ[N>n]) is essentially slowly varying as well. Interestingly, if log(Φ(n)) grows slower than e√(logn) then we have the asymptotic equivalence log(ℙ[N>n]) ≈ - log(Φ(n)). However, if log(Φ(n)) grows faster than e√(logn), this asymptotic equivalence does not hold and admits a different functional form. Similarly, different types of distributional behavior are shown for moderately heavy tails (Weibull distributions) where log(ℙ[N>n]) ≈ -(log Φ(n))1/(β+1), assuming that log Φ(n) ≈ nβ, as well as the nearly exponential ones of the form log(ℙ[N>n]) ≈ -n/(log n)1/γ, γ>0, when Φ(·) grows faster than two exponential scales log log (Φ(n)) ≈ nγ.


2018 ◽  
Vol 50 (A) ◽  
pp. 99-114 ◽  
Author(s):  
Philip A. Ernst ◽  
Marek Kimmel ◽  
Monika Kurpas ◽  
Quan Zhou

Abstract Recent progress in microdissection and in DNA sequencing has facilitated the subsampling of multi-focal cancers in organs such as the liver in several hundred spots, helping to determine the pattern of mutations in each of these spots. This has led to the construction of genealogies of the primary, secondary, tertiary, and so forth, foci of the tumor. These studies have led to diverse conclusions concerning the Darwinian (selective) or neutral evolution in cancer. Mathematical models of the development of multi-focal tumors have been devised to support these claims. We offer a model for the development of a multi-focal tumor: it is a mathematically rigorous refinement of a model of Ling et al. (2015). Guided by numerical studies and simulations, we show that the rigorous model, in the form of an infinite-type branching process, displays distributions of tumor size which have heavy tails and moments that become infinite in finite time. To demonstrate these points, we obtain bounds on the tails of the distributions of the process and an infinite series expansion for the first moments. In addition to its inherent mathematical interest, the model is corroborated by recent literature on apparent super-exponential growth in cancer metastases.


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