Biased movement at a boundary and conditional occupancy times for diffusion processes

被引:121
作者
Ovaskainen, O
Cornell, SJ
机构
[1] Univ Helsinki, Dept Systemat & Ecol, FIN-00014 Helsinki, Finland
[2] Univ Cambridge, Dept Zool, Cambridge CB2 3EJ, England
关键词
random walk; bias at boundary; diffusion approximation; hitting probability; exit time; conditional exit time; occupancy time; conditional occupancy time;
D O I
10.1239/jap/1059060888
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Motivated by edge behaviour reported for biological organisms, we show that random walks with a bias at a boundary lead to a discontinuous probability density across the boundary. We continue by studying more general diffusion processes with such a discontinuity across an interior boundary. We show how hitting probabilities, occupancy times and conditional occupancy times may be solved from problems that are adjoint to the original diffusion problem. We highlight our results with a biologically motivated example, where we analyze the movement behaviour of an individual in a network of habitat patches surrounded by dispersal habitat.
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页码:557 / 580
页数:24
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