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Information: The journals published by the "Pushpa Publishing House" are solely distributed by the "Vijaya Books and Journals Distributors". Contact Person: Subscription Manager, Vijaya Books and Journals Distributors, Vijaya Niwas, 198 Mumfordganj, Allahabad 211002, India; [email protected] ; [email protected] S q.p •I I Advances and Applications in Statistics Volume 25, Number 1,2011, Pages 31-45 Avai:able online at http://pphmj.comljournals/adas.htm Published by Pushpa Publishing House, Allahabad, INDIA ON ULTIMATE EXTINCTION MEAN BEHAVIOUR PROBABILITIES AND OF SPATIAL PATTERNS I. C. Kipchirchir School of Mathematics University of Nairobi P. O. Box 30197-00100 Nairobi, Kenya e-mail: [email protected] Abstract -.,,~ The three basic spatial patterns of organisms are clustering op (overdispersion), randorrmess and uniformity (underdispersion). paper, deterministic " In this and stochastic models are employed to describe the dynamics of the number of individuals in a habitable site called a unit. Stochastic model discriminates deterministic model does not, however.xhe spatial patterns is equivalent to the deterministic model. The probabilities extinction and ultimate whereas mean of stochastic model mean number of individuals of ultimate in a unit are determined using the stochastic model. The analysis demonstrated that if spatial pattern is uniform (underdispersed), certain; explosion if spatial pattern is clustered ultimate extinction is (overdispersed), ultimate is certain and if spatial pattern is random, ultimately it stabilizes. © 2011 Pushpa Publishing House 2010 Mathematics Subject Classification: 60G99. Keywords and phrases: dispersion, spatial pattern, deterministic model, stochastic model, ultimate extinction probability, ultimate mean. Received September 6, 2011 1. C. 32 Kipchirchir 1. Introduction 1.1. Dispersion Dispersion is the description of the pattern of distribution of organisms in space (Southwood [7]) and is often referred to as spatial distribution. Spatial distribution is a visual description and not a probability distribution. Probability distribution models are used to quantify and classify the dispersion of organisms. They have been widely used in entomological research to describe the dispersion of insects. In order to describe dispersion, it is assumed that organisms are confined to discrete habitable sites called units (sampling units). We further suppose that a random variable X represents the number of individuals that a unit may contain and let m = E(X) and v = var(X). If the individuals are distributed randomly, then the spatial distribution is said to be random and the population pattern is also said to be random. If the individuals are distributed uniformly, then the spatial distribution is said to be regular and the population pattern is said to be uniform or underdispersed. If the individuals are distributed in clusters, then the spatial distribution is said to be contagious and the population pattern is said to be clustered or overdispersed or aggregated or clumped or patchy. The population pattern is often referred to as spatial pattern. Random spatial pattern is described by Poisson distribution (v = m), uniform spatial pattern is described by the binomial distribution (v < m) and clustered spatial pattern is described by the negative binomial distribution (v > m). In particular, the negative bin~a1 is defined as _ _ (k P(X-x)- + xx - having mean m = kp distribution with parameters k and p 1J( 1+pP )X( 1+p1)k ,x-O,1,2, and variance v + p). = m(1 _ . ... ,k>O,p>0(1) On Ultimate Extinction Probabilities and Mean Behaviour... 33 Anscombe [1] gave statistical analysis of insect counts based on the negative binomial distribution. The negative binomial parameter k is considered as a dispersion parameter. Small values of k (k ~ 0) are associated with overdispersion whereas large values of k (k ~ (0) are associated with randomness. Young and Young [8] reviewed measures of aggregation, namely, variance to mean ratio, index of clumping, index of mean crowding and index of patchiness with respect to Poisson and negative binomial distributions. The four measures of aggregation revealed that decreasing values of k are associated with increasing measures of aggregation (departure from randomness). Kipchirchir [3] demonstrated analytically that the negative binomial parameter k is a measure of dispersion by analysing equicorrelation matrix in relation to coefficient of determination, partial correlation and principal components with respect to k. The analysis demonstrated that small values of k are associated with overdispersion whereas large values are associated with randomness. For fixed m p ~ 0 or or p~ p~ = kp and reparameterizing p = -1 P +p , then k ~ 00 0 implies a random spatial pattern while k ~ 0 or p ~ or 00 1 implies a clustered (an overdispersed) spatial pattern. 1.2. Deterministic model The deterministic model assumes that each organism reproduces and dies on a completely predictable basis at c~~ta.:o.trate. Let Ylt be the number of individuals in a unit at time t and suppose that they reproduce at rate A and die at rate fl. The deterministic equation of a tinear birth-death process is dn, (. ) dt = A - fl nt (2) with solution (3) 1. C. Kipchirchir 34 which is the exponential growth model. If 'A 'A > 11, nt ~ = 11, nt = no (constant); if (explosion) and if 'A < 11, nt ~ 0 (extinction). The 00 deterministic model does not discriminate the various spatial patterns. Once shortage of resources (environmental resistance) preludes exponential growth, we can deduce the logistic growth by introducing the limit imposed by environmental resistance represented by K into (2). Commonly such limit is imposed by exhaustion of either food supplies or space. The deterministic logistic equation is (4) with solution nt = 1 + ye K -(A.-J-l)t' y = (K - no)/no· The limit K is often referred to as the carrying capacity and (K - nt)/ K (5) IS a proportionate measure of the total resources unutilised (McLeone and Andrews [4]). If environmental resistance is due to exhaustion of resources, then we can interprete (K - nt)/ K as a proportionate measure of the total resources the environment cannot provide. If 'A = 11 (nt = no), there is an unstable equilibrium. However, if nt = K, there is a stable equilibrium around which the number of individuals in a unit fluctuates; .any perturbations are nullified by opposite forces proportional to K - nt bringing the....••.•....• number of individuals in a unit back - ,'" towards the equilibrium leveL If 'A 3-~Il, nt ~ K, that is, nt will stabilize at K (explosion is avoided) whilst if 'A"<"Il, nt ~ 0 (extinction). Thus, extinction is still inevitable although it is delayed since ('A - 11) (1 - nt / K) > ('A - 11). In particular, if 'A > 11 and nt < K, then the growth of the number of individuals in a unit follows a sigmoid curve (logistic curve). , On Ultimate Extinction Probabilities The growth microorganisms the growth of many species and Mean Behaviour... populations of animals, 35 plants and follows the sigmoid curve, but it must not be assumed that of these populations is entirely equation, for numerous mathematical represented by the logistic equations can produce a sigmoid curve (McLeone and Andrews [4]). Introducing immigration into (2) allows us to avoid extinction. immigrants arrive in a unit randomly at rate v. The deterministic a linear birth-death process with immigration Suppose equation of is (6) with solution (7) (A> 11), linearly (A which changes exponentially = 11) with time towards (A < 11)with time towards v/(Il- A). infinity and exponentially In practice, the number of individuals in a unit may fluctuate around nt or K or v/(Il- A), so there is need to consider a probability distribution of number of individuals possible realizations, in a unit so as to capture the behaviour moreover, knowledge of the probability over all distribution can provide insight into the behaviour of various spatial patterns. Provided deterministic that population numbers never model may' enable sufficient become biological approaches simultaneously deterministic analysis is vi-!~~(Renshaw then understanding gained about the system and if at any time population small, then a stochastic too small, numbers to be do become [6]). So pursuing both ensures that we do not become trapped either by simplicity or detailed stochastic analysis. 1.3. Stochastic model Let a X(t) be the number of individuals in a unit at time t and let Pn(t) I. C. Kipchirchir 36 P(X(t) = Pn(t) = n), n = 0, 1, 2, ... be the probability of t and L;=oPn(t) is a function extinction probability probability. the number of individuals a particular realization distributional of X(t). Then Po(t) is the = 1. In particular, t and limt--+oo Po (t) is the ultimate extinction at time The probability distribution {Pn (t) }~=o tells us the likely range of structure in a unit at time t. It does not explicitly tell us what of the process {X(t)} looks like, but gives instead the properties of a large ensemble of such realizations. in a unit is m(t) = E(X(t)) The mean number of individuals ultimate mean number of individuals noting that 'mean behaviour' in a unit is limt--+oom(t). by m(t), represented and the It is worth may be very different from the behaviour of individual realizations. The differential-difference equations of a stochastic birth-death process are + IlIPl(t), Po(t) = -Aopo(t) p~(t) = An-lPn-l(t) n = 0, - (An + Iln)Pn(t) + Iln+lPn+l(t), n where An and Iln are the birth and death rates, respectively [2]). They equations are so-called for the birth-death individuals forward ... , (8) (Medhi [5]; Bhat differential-difference If 1,.0 = 0, and if the number process. reaches zero at any time, then it remains at zero thereafter hence zero is an absorbing and Iln = nil, process Kolmogorov's = 1,2,3, n > 1, (Feller-Arley state. In the special case when An = nA, n we have a linear birth-death process) n ;;::1, we have a linear pure and when mitIi process "">.,~ An of and > ° process or linear growth = nA, n e ° and Iln = 0, (Yule-Furry process). If a biological process has beer; developing long enough to ensure that it has stabilized, then steady-st-ate or stable probabilities derivation assumes that both population during the observed time span. may be obtained. Their explosion and extinction are unlikely On Ultimate Extinction Probabilities and Mean Behaviour... 37 Equations (8) represent the transient behaviour of the individuals in a unit. Setting p~(t) = 0 and letting Pn = limt~<XlPn(t) (assuming it exists) denote stable or steady-state probability, (8) reduces to the steady-state equations for the birth-death process. The steady-state behaviour provides us with an approximation to that of transient behaviour, for large t, that is, asymptotic behaviour. If the initial number of individuals in a unit is no, that is, X(O) = no, then the initial conditions are n n = =1= no, no. (9) Let <Xl g(s, t) = LPn(t)sn n=O (10) be the probability generating function of the sequence {Pn(t)};=o. Then the extinction probability at time t, poet) is g(O, t). The partial derivatives of g(s, t) with respect to sand t are, respectively, ages, t) _ ~ as - ~npn n=O () n-l t s , ages, t) _ ~ '() n at - ~Pn t s . n=O 2. Linear Birth-death (11) with 1liti'nigration (Kendall) Process ..•.~ This is a linear growth process with immigration (Medhi [5]; Bhat [2]). nA + v, n > ° where v > 0 is the immigration rate. Since 1..0 =1= 0, The rates of this process are 'An = state. The differential-difference equations (8) become and Iln ° = nil, n > 1, is not an absorbing I. 38 c. Kipchirchir po(t) = -vpo(t) + ).1.Pl(t), n p~(t) = ((n -l)A + v)Pn_l(t) - (n(A +).1.) + v)Pn(t) + (n + l)).1.Pn+l(t), = 0, n = (12) 1, 2, 3, .... Now, from (10) and (11), we obtain the partial differential equation 8g~, t) + ().1.- AS)(S -1) 8g~; t) = v(s -l)g(s, t) (13) having auxiliary equations dt _ T- ().1.- ds _ dg(s, t) AS)(S -1) - v(s -l)g(s, t)· (14) On solving (14) using initial conditions (9), we obtain 1- Nt) )v/A.(a.(t) - s(a.(t) + ~(t) _l))no l-s~(t) l-sNt) , {( g ()s t = , ( 1- ~(t) 1 - s~(t) )v/A.(~(t) + s(l- 2~(t)))no 1- s~(t) , (15) A = ).1., where (16) and (17) Extinction probability at time t is .• ~ (18) On Ultimate Extinction Probabilities and Mean Behaviour... 39 and the mean number of individuals at time t is + _v_(e(A.-Il)t n e(A.-Il)t m(t) o = { -1), A. - ~ (19) no, vt + (A. > u}, linearly (A. =~) with time towards which changes exponentially (A. < u) with time towards v/(~ - A.). infinity and exponentially From (16), (17) and (18), ultimate extinction probability is (20) and from (19), ultimate mean number of individuals is m(t) lim = {~ ~ A.' t~oo which are independent (21) 00, no. of 2.1. Dispersion and the Kendall process In particular, if no = 0, then (15) reduces to _ ( 1- P(t) g(s,t)where l-sP(t) )v/A. (22) , P(t) is given by (17) and on reparameterizing Nt) . _ P (t ) - A. ~ { ( ~ 1- e .>.~ (A.-Il)t) ,A. !I. A.t, : A. 7= u, •• ~ = p(t~), 1+ P t then (23) = ~ and (22) becomes g(s, t) = (1 + p(t) - sp(t)fv/A. (24) 1. c. Kipchirchir 40 which IS the probability generating function of the negative binomial distribution with parameters k = viA and p(t). Extinction probability at = (1 - Nt)r/t.., time tis po(t) (25) where ~(t) is given by (17) and the mean number of individuals at time tis _V_(eCt..-Il)t fl -1) m(t) = k p(t) = A { (26) ' vt, which changes exponentially (A > u), linearly (A = fl) with time towards infinity and exponentially (A < fl) with time towards v/(fl - A). The ultimate extinction probability and the ultimate mean number of individuals are given by (20) and (21), respectively, since they are independent of Since k (k ~ 00 = no. *' then A ~ 0 or v ~ or ~(t) ~ 0) and A ~ 00, implies a random spatial pattern or v ~ 0, implies a clustered (an 00 overdispersed) spatial pattern (k ~ 0 or ~(t) ~ 1). From (17), lim ~(t) A < u, = {~' t~OCJ (27) 1 , and hence for A ;:::u, ultimate spatial pattern is overdispersed whereas for A< fl and A ~ 0, lim t~<p, t..~o ~(t.) = 0 (28) and hence ultimate spatial pattern is random. In this case, from (20), the ultimate extinction probability is On Ultimate Extinction Probabilities lim t~CO,A.~O and Mean Behaviour )V/A. =e-v/~ Po(t) = lim ( 1--A)V/A. = lim (vi 1---.!:: A.~O Il A.~O viA ... 41 (29) and from (21), the ultimate mean number of individuals is m(t)=~. lim t~co, A.~O ° We observe that A ~ (30) Il is reminiscent of a linear death with immigration process which we discuss in the sequel. 3. Linear Death with Immigration Letting linear A= death ° in linear birth-death with immigration process Process with immigration and since process, we obtain AO"* 0, ° is not an absorbing state. Letting A = 0, (14) reduces to dt _ T- Il(S ds _ dg(s, t) -1) - v(s -l)g(s, t) (31) which on solving using initial conditions (9), we obtain which is the product and pOisson(~(l- of probability generating functions of Bin( no, e-~t) e-~t)} Extinction probability po(t) = at time tis (1.; e-~~:~~~{-~(1- e-~t)} (33) ...;.~ and the mean number of individuals is (34) which is the sum of the means of Bin( no, e-~t) and pOisson( ~ (1 - e-~t)). ,. 1. C. Kipchirchir 42 The ultimate extinction probability is lim Po(t) = e-v/Il (35) t~oo and the ultimate mean number of individuals is lim m(t) = v/IJ- (36) t~oo which are independent 3.1. Dispersion no. of and linear death with immigration In particular, if no process = 0, then (32) reduces to (37) which is the probability generating function of pOisson(~(l- e-Ilt)) which describes a random spatial pattern. at time tis Extinction probability (38) and the mean number of individuals at time t is (39) which is a curve with negative curvature and converges to v/IJ-, indicative of stability. From (34), lim t~oo which is the probability g(s, t) ~ exp{~ (s - I)} : generating ultimate spatial pattern is random. IJ- function of Poissonlv/u) (40) and hence the On Ultimate Extinction Probabilities The ultimate individuals extinction probability aad Mean Behaviour... and the ultimate 43 mean number are given by (35) and (36) since they are independent of of no, moreover, they confirm (29) and (30), respectively. Furthermore, from (32), lim g(s, t) = (1- e-J.lt + se-J.ltto v-'}o which is the probability generating the spatial pattern is uniform. (41) function of Bin( no, e -J.lt) and hence In this case, from (35), ultimate extinction probability is lim po(t) = lim e-v/J.l = 1 t-'}oo, V-'}O (42) V-'}O which implies ultimate extinction is certain and from (36), the ultimate mean number of individuals is lim t-'}oo, V-'}O m(t) = lim vi/-! = O. (43) V-'}O We observe that v ~ 0 is reminiscent of a linear death process which we discuss in the sequel. 4. Dispersion and Linear Death Process Letting v = 0 in the linear death with immigration linear death process and since "-0 process, we obtain a = 0, 0 is an absorbing state. Letting v = 0, (31) reduces to dt T= ds /-!(s -1) = dg(s, t) 0 (44) which on solving using initial conditions (9), we obtain (45) which is the probability generating'function hence spatial pattern is uniform. Extinction probability of Bin( no, e -J.lt), no > 0 and •. ;: at time t is (46) 1. C. K.ipch~chir 44 which implies extinction at time t is not certain and the mean number of individuals is (47) which changes exponentially with time towards zero, moreover, ° is an absorbing state. From (46), ultimate extinction probability is lim Po(t) = (48) 1 t~oo which implies ultimate extinction is certain and from (47), ultimate mean number of individuals is lim m(t) = t~oo ° no, moreover, they which are independent of (49) confirm (42) and (43), respectively. 5. Conclusions The mean (19) of the stochastic model (12) is equivalent to the deterministic model (7). For clustered and random spatial patterns, absorbing state whereas for a uniform spatial pattern, ° ° is not an is an absorbing state. From stochastic analysis, the ultimate extinction probability is lim Po(t) t-oco clustered (overdispersed), e-v/~, random, 1, uniform (underdispersed) = O' . { (50) and the ultimate mean number of.IDtIividualsis -;,~ CO, lim m(t) t~oo = ~; { clustgred (overdispersed), random, ).l. 0, uniform (underdispersed). (51) On Ultimate Extinction Probabilities and Mean Behaviour. .. 45 Thus, if spatial pattern is uniform, then ultimate extinction is certain and if spatial pattern is overdispersed, then ultimate explosion is certain. If spatial pattern is random, then ultimate extinction is not certain and ultimate mean stabilizes. Intuitively, overdispersion overly promotes survival leading to explosion whereas underdispersion overly inhibits survival leading to extinction and randomness is a compromise between these two extreme situations. Acknowledgement The author acknowledges EAUMP-ISP for their partial support. References [1] F. J. Anscombe, The statistical analysis of insect counts based on the negative binomial distribution, Biometrics 5 (1949), 165-174. [2] B. R. Bhat, Stochastic Models: Analysis and Applications, New Age International (P) Ltd. Publishers, 2000. [3] 1. C. Kipchirchir, The negative binomial parameter k as a measure of dispersion, ICASTOR Journal of Mathematical Sciences 4(2) (2010), 197-207. [4] R. R. McLeone and J. G. Andrews, Mathematical Modelling, Butterworth and Co. Publishers Ltd., 1976. [5] [6] J. Medhi, Stochastic Processes, New Age International (P) Ltd. Publishers, E. Renshaw, Modelling Biological Populations 1982. in Space and Time, Cambridge University Press, 1991. [7] T. R. E. Southwood, Ecological Methods, Methuen and Co. Ltd., 1966. [8] L. J. Young and J. H. Young, A spatial view of the negative binomial parameter k when describinginsect populations, Proceedings Conference on Applied Statistics ~.Apiculture, .•.. -.:",~ .. .. of the Kansas State University 1990, pp. 13-20 . 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