Cover Image

Efficient simulation of individual-based population models: the R Package IBMPopSim

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Giorgi, Daphné, Kaakai, Sarah, Lemaire, Vincent
Format:	Preprint
Published:	2023
Subjects:	Populations and Evolution Mathematical Software Probability 60-08, 60-04, 92D25, 60G55, 60G57, 65C30, 91G05 G.3; G.4; I.6
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An individual-based stochastic model reveals strong constraints on allometric relationships with minimal metabolic and ecological assumptions
by: Billiard, Sylvain, et al.
Published: (2025)

Individual-based stochastic model with unbounded growth, birth and death rates: a tightness result
by: Brodu, Virgile
Published: (2026)

Looking forwards and backwards: dynamics and genealogies of locally regulated populations
by: Etheridge, Alison M., et al.
Published: (2023)

Some Spatial Point Processes of Poisson Family
by: Vishwakarma, Pradeep
Published: (2026)

Fractional Poisson Random Fields on $\mathbb{R}^2_+$
by: Kataria, K. K., et al.
Published: (2024)

Fast reliable pricing and calibration of the rough Heston model
by: Boyarchenko, Svetlana, et al.
Published: (2025)

Correct implied volatility shapes and reliable pricing in the rough Heston model
by: Boyarchenko, Svetlana, et al.
Published: (2024)

Stochastic analysis for the Dirichlet--Ferguson process
by: Last, Günter, et al.
Published: (2026)

An interacting particle system for the front of an epidemic advancing through a susceptible population
by: Fausti, Eliana, et al.
Published: (2022)

Almost sure growth of integrated supOU processes
by: Grahovac, Danijel, et al.
Published: (2024)

Asymptotics of survival probabilities and lower tail probability problem
by: Boyarchenko, Svetlana, et al.
Published: (2025)

Orthogonal Dice
by: Bastian, Caleb Deen, et al.
Published: (2020)

Poisson imbedding meets the Clark-Ocone formula
by: Hillairet, Caroline, et al.
Published: (2024)

Extremal properties of the random walk local time
by: Biskup, Marek
Published: (2025)

Absolute continuity of non-Gaussian and Gaussian multiplicative chaos measures
by: Kim, Yujin H., et al.
Published: (2024)

Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
by: Bourgey, Florian, et al.
Published: (2021)

Stationary random measures : Covariance asymptotics, variance bounds and central limit theorems
by: Krishnapur, Manjunath, et al.
Published: (2024)

Multivariate Tempered Space-Fractional Negative Binomial Process and Risk Models with Shocks
by: Pathak, Ashok Kumar, et al.
Published: (2024)

Mean-Field Limits for Nearly Unstable Hawkes Processes
by: Szymanski, Grégoire, et al.
Published: (2025)

Convergence of population processes with small and frequent mutations to the canonical equation of adaptive dynamics
by: Champagnat, Nicolas, et al.
Published: (2023)

Skellam Processes via Multiparameter Poisson Process
by: Vishwakarma, Pradeep
Published: (2025)

Separating Times for One-Dimensional General Diffusions
by: Criens, David, et al.
Published: (2022)

Coagulation-Fragmentation Duality of Infinitely Exchangeable Partitions from Coupled Mixed Poisson Species Sampling Models
by: James, Lancelot F.
Published: (2025)

Allowing for imprecision in the game-theoretic characterisation of the Poisson process
by: Erreygers, Alexander
Published: (2026)

Persistence and extinction dynamics in a stochastic predator-prey model with emergent Allee effects
by: Granados, Carlos, et al.
Published: (2025)

Near-maxima of the two-dimensional Discrete Gaussian Free Field
by: Biskup, Marek, et al.
Published: (2020)

Stopping Times Occurring Simultaneously
by: Protter, Philip, et al.
Published: (2021)

Dependent Default Modeling through Multivariate Generalized Cox Processes
by: Gueye, Djibril, et al.
Published: (2025)

Dam Management in the Era of Climate Change
by: Di Girolami, Cristina, et al.
Published: (2025)

Non-Homogeneous Generalized Fractional Skellam Process
by: Tathe, Kartik, et al.
Published: (2024)

A Limit Order Book Model for High Frequency Trading with Rough Volatility
by: Chen-Shue, Yun, et al.
Published: (2024)

Skellam Random Fields and Their Fractional Variants
by: Vishwakarma, Pradeep
Published: (2025)

Actuarial Analysis of an Infectious Disease Insurance based on an SEIARD Epidemiological Model
by: Zinihi, Achraf, et al.
Published: (2025)

Clark-Ocone formula for the maximum of processes with the stochastic intensity and its application
by: Tahmasebi, Mahdieh
Published: (2025)

Pricing VIX options under the Heston-Hawkes stochastic volatility model
by: Font, Oriol Zamora
Published: (2024)

Maxima of stationary systems of randomly time-changed Lévy particles
by: Scheffel, Ioan
Published: (2026)

Dirichlet-Neumann Averaging: The DNA of Efficient Gaussian Process Simulation
by: Kutri, Robert, et al.
Published: (2024)

The Poisson Multiplication Formula
by: Cristofaro, Lorenzo, et al.
Published: (2025)

Convergence of processes time-changed by Gaussian multiplicative chaos
by: Ooi, Takumu
Published: (2023)

Superpositions of CARMA processes
by: Grahovac, Danijel, et al.
Published: (2026)