Time-dependent probability density functions and information geometry in stochastic logistic and Gompertz models

DOI10.1088/1742-5468/AA9A66zbMATH Open1456.62024OpenAlexW2744994346WikidataQ59886343 ScholiaQ59886343MaRDI QIDQ3302913FDOQ3302913

Authors Lucille-Marie Tenkes, R. Hollerbach, Eun-Jin Kim 

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.02789

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Generalized linear models (logistic models) (62J12) Population dynamics (general) (92D25)

Abstract: A probabilistic description is essential for understanding growth processes far from equilibrium. In this paper, we compute time-dependent Probability Density Functions (PDFs) in order to investigate stochastic logistic and Gompertz models, which are two of the most popular growth models. We consider different types of short-correlated internal (multiplicative) and external (additive) stochastic noises and compare the time-dependent PDFs in the two models, elucidating the effects of the additive and multiplicative noises on the form of PDFs. We demonstrate an interesting transition from a unimodal to a bimodal PDF as the multiplicative noise increases for a fixed value of the additive noise. A much weaker (leaky) attractor in the Gompertz model leads to a significant (singular) growth of the population of a very small size. We point out the limitation of using stationary PDFs, mean value and variance in understanding statistical properties of the growth far from equilibrium, highlighting the importance of time-dependent PDFs. We further compare these two models from the perspective of information change that occurs during the growth process. Specifically, we define an infinitesimal distance at any time by comparing two PDFs at times infinitesimally apart and sum these distances in time. The total distance along the trajectory quantifies the total number of different states that the system undergoes in time, and is called the information length. We show that the time-evolution of the two models become more similar when measured in units of the information length and point out the merit of using the information length in unifying and understanding the dynamic evolution of different growth processes.

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Cited in

(8)

• Information geometry in a reduced model of self-organised shear flows without the uniform coloured noise approximation
• Fisher information approach to understand the Gompertz model
• Information length as a new diagnostic in the periodically modulated double-well model of stochastic resonance
• Logistic and θ-logistic models in population dynamics: general analysis and exact results
• Information measures for the stochastic Gompertz growth model
• Doubling-time probability densities for growth processes
• Scalings and fractals in information geometry: Ornstein-Uhlenbeck processes
• Time-dependent probability density function for general stochastic logistic population model with harvesting effort

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