2024-02-11: Symbolic algebra and typing

2023-08-01: Population waves

2023-05-18: Math of telephone billing mystery

2023-05-05: Franklin and DNA More information…

2023-04-25: On angle and dimension

2023-02-20: On Leonardo da Vinci and Gravity

2022-04-29: Fabricating Evidence to catch Carmen Sandiego

2022-03-04: Probabilistic law of the excluded middle

2020-05-04: Archimedes and the sphere

2019-05-16: Glow worms return

2019-04-11: Original memetic sin

2019-01-31: The theory of weight

2018-11-06: Origins of telephone network theory

2018-10-24: Modern thought

2018-09-10: Feeding a controversy

2018-06-11: Glow worm distribution

2018-04-23: Outlawing risk

2017-08-22: A rebuttal on the beauty in applying math

2017-04-22: Free googles book library

2016-11-02: In search of Theodore von Karman

2016-09-25: Amath Timeline

2016-02-24: Math errors and risk reporting

2016-02-20: Apple VS FBI

2016-02-19: More Zika may be better than less

2016-02-17: Dependent Non-Commuting Random Variable Systems

2016-01-14: Life at the multifurcation

2015-09-28: AI ain't that smart

2015-06-24: Mathematical Epidemiology citation tree

2015-03-31: Too much STEM is bad

2015-03-24: Dawn of the CRISPR age

2015-02-12: A Comment on How Biased Dispersal can Preclude Competitive Exclusion

2015-02-09: Hamilton's selfish-herd paradox

2015-02-08: Risks and values of microparasite research

2014-11-10: Vaccine mandates and bioethics

2014-10-18: Ebola, travel, president

2014-10-17: Ebola comments

2014-10-12: Ebola numbers

2014-09-23: More stochastic than?

2014-08-17: Feynman's missing method for third-orders?

2014-07-31: CIA spies even on congress

2014-07-16: Rehm on vaccines

2014-06-21: Kurtosis, 4th order diffusion, and wave speed

2014-06-20: Random dispersal speeds invasions

2014-05-06: Preservation of information asymetry in Academia

2014-04-16: Dual numbers are really just calculus infinitessimals

2014-04-14: More on fairer markets

2014-03-18: It's a mad mad mad mad prisoner's dilemma

2014-03-05: Integration techniques: Fourier--Laplace Commutation

2014-02-25: Fiber-bundles for root-polishing in two dimensions

2014-02-17: Is life a simulation or a dream?

2014-01-30: PSU should be infosocialist

2014-01-12: The dark house of math

2014-01-11: Inconsistencies hinder pylab adoption

2013-12-24: Cuvier and the birth of extinction

2013-12-17: Risk Resonance

2013-12-15: The cult of the Levy flight

2013-12-09: 2013 Flu Shots at PSU

2013-12-02: Amazon sucker-punches 60 minutes

2013-11-26: Zombies are REAL, Dr. Tyson!

2013-11-22: Crying wolf over synthetic biology?

2013-11-21: Tilting Drake's Equation

2013-11-18: Why \(1^{\infty} eq 1\)

2013-11-15: Adobe leaks of PSU data + NSA success accounting

2013-11-14: 60 Minutes misreport on Benghazi

2013-11-11: Making fairer trading markets

2013-11-10: L'Hopital's Rule for Multidimensional Systems

2013-11-09: Using infinitessimals in vector calculus

2013-11-08: Functional Calculus

2013-11-03: Elementary mathematical theory of the health poverty trap

2013-11-02: Proof of the circle area formula using elementary methods

Dependent Non-Commuting Random Variable Systems

These are some notes I made back in April, 2012, building off the basic ideas in Daley 1986, as suggested by Hal Caswell at the MBI invasion meeting in February. When I was messing with the idea of non-commuting random variables was initially developed in the context of density-independent branching processes, but these random variables can also be applied to model density-dependent processes. Hereare some simple examples that I find interesting. One of the interesting aspects of these models is that we have to pull a few tricks with variable-orderings that are not usually needed in continuous-time models.

Sex Structure

Let the number of offspring produced by a fertilized female be Poisson distributed with expectation \(R\). Represent this by noncommuting random variable (NCRV), See Reluga 2009. In non-commuting random variable notation, \(x\) and \(y\) represent positive integer-valued random variables, and \(x y\) represents the sum of \(x\) realization of the variable \(y\). \(\mathcal{P}(R)\).

Let \(\mathcal{B}(x)\) represent a binomial NCRV equal to \(1\) with probability \(x\) and \(0\) with probability \(1-x\). Let \(p\) be the probability that a single male fertilizes a single female in a given generation, and assume that a female only needs to fertilized by just one male while males can fertilize all the females they find. Let \(s\) be the probability that an offspring is female while \(1-s\) is the probability that an offspring is male.

Let state variables \(F_t\), \(M_t\), and \(N_t=F_t+M_t\) represent the number of females, the number of males, and the total number of individuals in a given generation. Then the governing rules for this process can represented with the equations \[\begin{align} N_{t+1} &\cong \left[ F_t \mathcal{B}(1-(1-p)^{M_t}) \right] \mathcal{P}(R), \\ F_{t+1} &\cong N_{t+1} \mathcal{B}(s), \\ M_{t+1} &\cong N_{t+1} - F_{t+1}. \end{align}\] Density-dependent NCRV models seem to be a bit tricky to construct. But they seem much easier to specify than the corresponding birth-death process for this model. The females-only model without a sex-induced Allee effect, and corresponding to a regular branching process, would be \[\begin{align} F_{t+1} &\cong F_t \mathcal{P}(R). \end{align}\]

The probability of extinction for System 1 has to be calculated numerically right now, as far as I can tell. Figure 1 shows a simulation-based calculation of the probability of extinction of various initial conditions.


Let \(I_t\) represent the number of cases of infection at time \(t\). Assume all cases recover or are removed in exactly one time-step. Let \(S_t\) represent the number of susceptible individuals at time \(t\). Let \(\mathcal{B}(x)\) be a Bernoulli random variable that returns \(1\) with probability \(x\) and \(0\) with probability \(1-x\). Making use of the random-variable multiplication convention from my paper on non-commuting random variables, we can write the Reed-Frost model as \[\begin{align} I_{t+1} &\cong S_t \mathcal{B}(1-(1-p)^{I_t}), \\ S_{t+1} &\cong \eta + (S_t - I_{t+1}) \mathcal{B}(1-m) \end{align}\] with initial condition \((S_0,I_0)\) given. Here, \(p\) is the probability that a person comes in contact with another person in one time-step and that that contact results in disease transmission.

In the classic Reed--Frost model, we take \(\eta = m = 0\), so that the dynamics are those of a simple epidemic without any effects from population turnover. \[\begin{align}S_{t+1} = S_t \mathcal{B}(q^{I_t}) \\ I_{t+1} = S_t - S_{t+1} \end{align}\]

The deterministic limit is found by replacing the random variables with their expectations. \[\begin{align} I_{t+1} &= S_t (1-(1-p)^{I_t}), \\ S_{t+1} &= \eta + S_t (1-p)^{I_{t}} (1-m) \end{align}\]

A major question with this model is how \(p\) might change depending on population size and activity patterns.


The Wright--Fisher model is a classic stochastic model from population genetics. It describes random changes in the prevalence of an allele in a haploid population. If \(P_t\) represents the number of copies of the allele in a population of \(N\) individuals, then the Wright--Fisher model in non-commuting random variable form is \[\begin{gather} P_{t+1} \cong N \mathcal{B}\left( \frac{P_t}{N} \right) \end{gather}\] (this is a discrete, non-overlapping generation model)

The Moran model, while simpler in some senses, is not as easy to write. So far, I think the best representation requires a temporary variable. \[\begin{align} X_{t+1} &\cong P_{t} - \mathcal{B}\left( \frac{P_t}{N} \right) \\ P_{t+1} &\cong X_{t+1} + \mathcal{B}\left( \frac{X_{t+1}}{N-1} \right) \end{align}\]


A simple NCRV version of the Beverton--Holt model is \[\begin{gather} N_{t+1} \cong \left[ N_t \mathcal{P}(R) \right] \mathcal{B} \left( \frac{A}{A+N_t} \right) . \end{gather}\] Age structure can be included by using Bernoulli variables for mortality. \[\begin{align} N_{t+1,1} &\cong \left[ N_{t,2} \mathcal{P}(R) \right] \mathcal{B} \left( \frac{A}{A+N_{t,1}} \right), \\ N_{t+1,2} &\cong N_{t,1} \mathcal{B} \left( m \right), \end{align}\]