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Updated: Aug 29, 2025

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Published on: September 26, 2016
Statistical analysis and first-passage-time applications of a lognormal diffusion process with multi-sigmoidal
Antonio Di Crescenzo1, Paola Paraggio1, Patricia Román-Román2,3
1Dipartimento di Matematica, Università degli Studi di Salerno, Via Giovanni Paolo II n. 132, 84084 Fisciano, SA Italy.
This study introduces a novel lognormal diffusion model for multi-stage population growth, offering two statistical inference methods for parameter estimation. The model is validated with simulations and applied to epidemiological data.
Area of Science:
- Mathematical Biology
- Statistical Modeling
- Population Dynamics
Background:
- Population growth often exhibits complex, multi-stage dynamics.
- Accurate modeling of these stages is crucial for understanding population evolution.
- Existing models may not fully capture the nuances of prolonged growth phases.
Purpose of the Study:
- To introduce a lognormal diffusion process with a multisigmoidal logistic mean for modeling multi-stage population growth.
- To develop and compare statistical inference procedures for estimating model parameters.
- To analyze the first-passage-time problem for this diffusion process.
Main Methods:
- Utilized a lognormal diffusion process with a multisigmoidal logistic mean.
- Developed two maximum likelihood estimation procedures: critical points resolution and simulated annealing.
- Conducted simulation studies for validation and applied the model to epidemiological data.
Main Results:
- Successfully modeled population growth reaching maximum levels after multiple stages.
- Demonstrated the efficacy of both critical points resolution and simulated annealing for parameter estimation.
- Validated the model and estimation strategies through simulations and a real-world epidemiological case study.
Conclusions:
- The proposed lognormal diffusion model effectively captures complex, multi-stage population growth.
- The presented statistical inference methods provide reliable parameter estimation.
- The model shows potential for applications in epidemiology and other fields studying staged growth phenomena.
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