We look at joint regular variation properties of MA(∞) processes of the form X = (Xk, k ∈ Z), where Xk = ∑j=0∞ψjZk-j and the sequence of random variables (Zi, i ∈ Z) are independent and identically distributed with regularly varying tails. We use the setup of MO-convergence and obtain hidden regular variation properties for X under summability conditions on the constant coefficients (ψj: j ≥ 0). Our approach emphasizes continuity properties of mappings and produces regular variation in sequence space.

A susceptible–exposed–infectious theoretical model describing Tasmanian devil population and disease dynamics is presented and mathematically analysed using a dynamical systems approach to determine its behaviour under a range of scenarios. The steady states of the system are calculated and their stability analysed. Closed forms for the bifurcation points between these steady states are found using the rate of removal of infected individuals as a bifurcation parameter. A small-amplitude Hopf region, in which the populations oscillate in time, is shown to be present and subjected to numerical analysis. The model is then studied in detail in relation to an unfolding parameter which describes the disease latent period. The model’s behaviour is found to be biologically reasonable for Tasmanian devils and potentially applicable to other species.

We consider a nearly unstable, or near unit root, AR(1) process with regularly varying innovations. Two different approximations for the stationary distribution of such processes exist: a Gaussian approximation arising from the nearly unstable nature of the process and a heavy-tail approximation related to the tail asymptotics of the innovations. We combine these two approximations to obtain a new uniform approximation that is valid on the entire real line. As a corollary, we obtain a precise description of the regions where each of the Gaussian and heavy-tail approximations should be used.

Consider n cells, of which some are target cells, and suppose that each cell has a weight. The cells are killed in a sequential manner, with each currently live cell being the next one killed with a probability proportional to its weight. We study the distribution of the number of cells that are alive at the moment when all the target cells have been killed.