Beyond Brownian motion and the Ornstein-Uhlenbeck process: Stochastic diffusion models for the evolution of quantitative characters

نویسنده

  • Simon P. Blomberg
چکیده

—Gaussian processes such as Brownian motion and the Ornstein-Uhlenbeck process have been popular 1 models for the evolution of quantitative traits and are widely used in phylogenetic comparative methods. How2 ever, they have drawbacks which limit their utility. Here I describe new, non-Gaussian stochastic differential 3 equation (diffusion) models of quantitative trait evolution. I present general methods for deriving new diffusion 4 models, and discuss possible schemes for fitting non-Gaussian evolutionary models to trait data. The theory of 5 stochastic processes provides a mathematical framework for understanding the properties of current, new and 6 future phylogenetic comparative methods. Attention to the mathematical details of models of trait evolution 7 and diversification may help avoid some pitfalls when using stochastic processes to model macroevolution. 8 (

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Statistical Study of two Diffusion Processes on Torus and Their Applications

Diffusion Processes such as Brownian motions and Ornstein-Uhlenbeck processes are the classes of stochastic processes that have been investigated by researchers in various disciplines including biological sciences. It is usually assumed that the outcomes of these processes are laid on the Euclidean spaces. However, some data in physical, chemical and biological phenomena indicate that they cann...

متن کامل

Stochastic Differential Equations

Many important continuous-time Markov processes — for instance, the Ornstein-Uhlenbeck process and the Bessel processes — can be defined as solutions to stochastic differential equations with drift and diffusion coefficients that depend only on the current value of the process. The general form of such an equation (for a one-dimensional process with a one-dimensional driving Brownian motion) is...

متن کامل

Minimum L1-norm Estimation for Fractional Ornstein-Uhlenbeck Type Process

We investigate the asymptotic properties of the minimum L1-norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process satisfying a linear stochastic differential equation driven by a fractional Brownian motion.

متن کامل

Ornstein-Uhlenbeck limit for the velocity process of an N-particle system interacting stochastically

An N-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a (3N − 1)-dimensional sphere with radius fixed by the total energy. In the N → ∞ limit, a finite number of velocity components are shown to evolve independently and according...

متن کامل

Sequential Estimation for Fractional Ornstein-Uhlenbeck Type Process

We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process satisfying a linear stochastic differential equation driven by fractional Brownian motion.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2016