5 resultados para Stochastic processes
em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast
Resumo:
Extreme arid regions in the worlds' major deserts are typified by quartz pavement terrain. Cryptic hypolithic communities colonize the ventral surface of quartz rocks and this habitat is characterized by a relative lack of environmental and trophic complexity. Combined with readily identifiable major environmental stressors this provides a tractable model system for determining the relative role of stochastic and deterministic drivers in community assembly. Through analyzing an original, worldwide data set of 16S rRNA-gene defined bacterial communities from the most extreme deserts on the Earth, we show that functional assemblages within the communities were subject to different assembly influences. Null models applied to the photosynthetic assemblage revealed that stochastic processes exerted most effect on the assemblage, although the level of community dissimilarity varied between continents in a manner not always consistent with neutral models. The heterotrophic assemblages displayed signatures of niche processes across four continents, whereas in other cases they conformed to neutral predictions. Importantly, for continents where neutrality was either rejected or accepted, assembly drivers differed between the two functional groups. This study demonstrates that multi-trophic microbial systems may not be fully described by a single set of niche or neutral assembly rules and that stochasticity is likely a major determinant of such systems, with significant variation in the influence of these determinants on a global scale.
Resumo:
1. Ecologists are debating the relative role of deterministic and stochastic determinants of community structure. Although the high diversity and strong spatial structure of soil animal assemblages could provide ecologists with an ideal ecological scenario, surprisingly little information is available on these assemblages.
2. We studied species-rich soil oribatid mite assemblages from a Mediterranean beech forest and a grassland. We applied multivariate regression approaches and analysed spatial autocorrelation at multiple spatial scales using Moran's eigenvectors. Results were used to partition community variance in terms of the amount of variation uniquely accounted for by environmental correlates (e.g. organic matter) and geographical position. Estimated neutral diversity and immigration parameters were also applied to a soil animal group for the first time to simulate patterns of community dissimilarity expected under neutrality, thereby testing neutral predictions.
3. After accounting for spatial autocorrelation, the correlation between community structure and key environmental parameters disappeared: about 40% of community variation consisted of spatial patterns independent of measured environmental variables such as organic matter. Environmentally independent spatial patterns encompassed the entire range of scales accounted for by the sampling design (from tens of cm to 100 m). This spatial variation could be due to either unmeasured but spatially structured variables or stochastic drift mediated by dispersal. Observed levels of community dissimilarity were significantly different from those predicted by neutral models.
4. Oribatid mite assemblages are dominated by processes involving both deterministic and stochastic components and operating at multiple scales. Spatial patterns independent of the measured environmental variables are a prominent feature of the targeted assemblages, but patterns of community dissimilarity do not match neutral predictions. This suggests that either niche-mediated competition or environmental filtering or both are contributing to the core structure of the community. This study indicates new lines of investigation for understanding the mechanisms that determine the signature of the deterministic component of animal community assembly.
Resumo:
Community structure depends on both deterministic and stochastic processes. However, patterns of community dissimilarity (e.g. difference in species composition) are difficult to interpret in terms of the relative roles of these processes. Local communities can be more dissimilar (divergence) than, less dissimilar (convergence) than, or as dissimilar as a hypothetical control based on either null or neutral models. However, several mechanisms may result in the same pattern, or act concurrently to generate a pattern, and much research has recently been focusing on unravelling these mechanisms and their relative contributions. Using a simulation approach, we addressed the effect of a complex but realistic spatial structure in the distribution of the niche axis and we analysed patterns of species co-occurrence and beta diversity as measured by dissimilarity indices (e.g. Jaccard index) using either expectations under a null model or neutral dynamics (i.e., based on switching off the niche effect). The strength of niche processes, dispersal, and environmental noise strongly interacted so that niche-driven dynamics may result in local communities that either diverge or converge depending on the combination of these factors. Thus, a fundamental result is that, in real systems, interacting processes of community assembly can be disentangled only by measuring traits such as niche breadth and dispersal. The ability to detect the signal of the niche was also dependent on the spatial resolution of the sampling strategy, which must account for the multiple scale spatial patterns in the niche axis. Notably, some of the patterns we observed correspond to patterns of community dissimilarities previously observed in the field and suggest mechanistic explanations for them or the data required to solve them. Our framework offers a synthesis of the patterns of community dissimilarity produced by the interaction of deterministic and stochastic determinants of community assembly in a spatially explicit and complex context.
Resumo:
In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.
Resumo:
We propose a new approach for modeling nonlinear multivariate interest rate processes based on time-varying copulas and reducible stochastic differential equations (SDEs). In the modeling of the marginal processes, we consider a class of nonlinear SDEs that are reducible to Ornstein--Uhlenbeck (OU) process or Cox, Ingersoll, and Ross (1985) (CIR) process. The reducibility is achieved via a nonlinear transformation function. The main advantage of this approach is that these SDEs can account for nonlinear features, observed in short-term interest rate series, while at the same time leading to exact discretization and closed-form likelihood functions. Although a rich set of specifications may be entertained, our exposition focuses on a couple of nonlinear constant elasticity volatility (CEV) processes, denoted as OU-CEV and CIR-CEV, respectively. These two processes encompass a number of existing models that have closed-form likelihood functions. The transition density, the conditional distribution function, and the steady-state density function are derived in closed form as well as the conditional and unconditional moments for both processes. In order to obtain a more flexible functional form over time, we allow the transformation function to be time varying. Results from our study of U.S. and UK short-term interest rates suggest that the new models outperform existing parametric models with closed-form likelihood functions. We also find the time-varying effects in the transformation functions statistically significant. To examine the joint behavior of interest rate series, we propose flexible nonlinear multivariate models by joining univariate nonlinear processes via appropriate copulas. We study the conditional dependence structure of the two rates using Patton (2006a) time-varying symmetrized Joe--Clayton copula. We find evidence of asymmetric dependence between the two rates, and that the level of dependence is positively related to the level of the two rates. (JEL: C13, C32, G12) Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oxfordjournals.org, Oxford University Press.