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Sharp approximation and hitting times for stochastic invasion processes

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  • Bansaye, Vincent
  • Erny, Xavier
  • Méléard, Sylvie

Abstract

We are interested in the invasion phase for stochastic processes with interactions. A single mutant with positive fitness arrives in a large resident population at equilibrium. By a now classical approach, the first stage of the invasion is well approximated by a branching process. The macroscopic phase, when the mutant population is of the same order as the resident population, is described by the limiting dynamical system. We capture the intermediate mesoscopic phase for the invasive population and obtain sharp approximations. It allows us to describe the fluctuations of the hitting times of thresholds, which inherit a large variance from the first stage. We apply our results to two models which are original motivations. In particular, we quantify the hitting times of critical values in cancer emergence and epidemics.

Suggested Citation

  • Bansaye, Vincent & Erny, Xavier & Méléard, Sylvie, 2024. "Sharp approximation and hitting times for stochastic invasion processes," Stochastic Processes and their Applications, Elsevier, vol. 178(C).
    • Handle: RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001649
    DOI: 10.1016/j.spa.2024.104458
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    References listed on IDEAS

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