“Realistic Choice of Annual Matrices Contracts the Range of λS Estimates” under Reproductive Uncertainty Too

Our study is devoted to a subject popular in the field of matrix population models, namely, estimating the stochastic growth rate, λS, a quantitative measure of long-term population viability, for a discrete-stage-structured population monitored during many years. “Reproductive uncertainty” refers to a feature inherent in the data and life cycle graph (LCG) when the LCG has more than one reproductive stage, but when the progeny cannot be associated to a parent stage in a unique way. Reproductive uncertainty complicates the procedure of λS estimation following the defining of λS from the limit of a sequence consisting of population projection matrices (PPMs) chosen randomly from a given set of annual PPMs. To construct a Markov chain that governs the choice of PPMs for a local population of Eritrichium caucasicum, an short-lived perennial alpine plant species, we have found a local weather index that is correlated with the variations in the annual PPMs, and we considered its long time series as a realization of the Markov chain that was to be constructed. Reproductive uncertainty has required a proper modification of how to restore the transition matrix from a long realization of the chain, and the restored matrix has been governing random choice in several series of Monte Carlo simulations of long-enough sequences. The resulting ranges of λS estimates turn out to be more narrow than those obtained by the popular i.i.d. methods of random choice (independent and identically distributed matrices); hence, we receive a more accurate and reliable forecast of population viability.

Realistic Choice of Annual Matrices Contracts the Range of λS Estimates

In matrix population modeling the multi-year monitoring of a population structure results in a set of annual population projection matrices (PPMs), which gives rise to the stochastic growth rate λS, a quantitative measure of long-term population viability. This measure is usually found in the paradigm of population growth in a variable environment. The environment is represented by the set of PPMs, and λS ensues from a long sequence of PPMs chosen at random from the given set. because the known rules of random choice, such as the iid (independent and identically distributed) matrices, are generally artificial, the challenge is to find a more realistic rule. We achieve this with the a following a Markov chain that models, in a certain sense, the real variations in the environment. We develop a novel method to construct the ruling Markov chain from long-term weather data and to simulate, in a Monte Carlo mode, the long sequences of PPMs resulting in the estimates of λS. The stochastic nature of sequences causes the estimates to vary within some range, and we compare the range obtained by the “realistic choice” from 10 PPMs for a local population of a Red-Book species to those using the iid choice. As noted in the title of this paper, this realistic choice contracts the range of λS estimates, thus improving the estimation and confirming the Red-Book status of the species.

Approximating the distribution of population size in stochastic multiregional matrix models with fast migration

In this work we deal with a multiregional model in discrete time for an age-structured population which lives in an environment that changes randomly with time and is distributed in different spatial patches. In addition, and as is often the case in applications, we assume that migration is fast with respect to demography. Using approximate aggregation techniques we make use of the existence of different time scales in the model and reduce the dimension of the system obtaining a stochastic Leslie model in which the variables are the total population in each age class. Literature shows that, under reasonable conditions, the distribution of population size in matrix models with environmental stochasticity is asymptotically lognormal, and is characterized by two parameters, stochastic growth rate (s.g.r.) and scaled logarithmic variance (s.l.v.), that, in most practical cases, cannot be computed exactly. We show that the s.g.r. and the s.l.v. of the original multiregional model can be approximated by those corresponding to the reduced stochastic Leslie model, therefore simplifying its analysis. Moreover, we illustrate the usefulness of the reduction procedure by presenting some practical cases in which, although the explicit computation of the s.g.r. and the s.l.v. of the original multiregional model is not feasible, we can calculate its analogues for the reduced model.