#### Posts

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

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

2016-01-14: Life at the multifurcation

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

2015-06-24: MathEpi citation tree

2015-03-31: Too much STEM is bad

2015-03-24: Dawn of the CRISPR age

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

2014-11-10: Vaccine mandates and bioethics

2014-10-18: Ebola, travel, president

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

2014-06-20: Random dispersal speeds invasions

2014-04-14: More on fairer markets

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

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 $1^\infty != 1$

2013-11-14: 60 Minutes misreport on Benghazi

2013-11-09: Using infinitessimals in vector calculus

2013-11-08: Functional Calculus

## Risk Resonance

Resonance is a compelling component of the study of mechanical systems, as it helps use identify "special situations" where a monotonic perspective on parameter dependence fails, perhaps un-expectedly.

Despite it's clear importance in mechanics, there is little discussion of the importance of resonance in probabilistic systems, as far as I can tell. This seems something worth correcting.

First, we won't be able to find a perfect parallel -- mechanical resonances depend on forcing, momentum, rotational effects, and superposition, which we won't find in simple probabilistic models. But if we widen our views a little, we can still make some progress. Classical resonance appears because a system has a natural frequency, which is interacting with a forcing frequency. When these two frequencies are out of alignment, oscillation amplitudes respond monotonely; a faster forcing frequency leads to a smaller amplitude response. But in ranges where the frequencies coincide, we see a peak in the amplitude of oscillations, which we call resonance.

One analog for this in a first-order random system is how the probability of an outcome responds as the risks of auxillary pathways are varied with respect to some natural background pathways. The simplest such example I can think of is a 4-state continuous-time Markov chain with two possible outcomes. Here's a diagram.

We start at state 1, and ask, "What's the probability of ending up in state 4, rather than state 3?" A simple calculation shows the probability of ending up in 4 is $\frac{cd}{(a+c)(b+d)}.$ This probability responds monotonely to each of the parameters. Increasing rate $c$ or $d$ increases the chance of reaching state $4$. Increasing rate $a$ or $b$ decreases the chance of reaching state $4$. This behavior is actually very general -- with a simple application of Cramer's rule for solving linear systems, we can show that the probability of any outcome will respond monotonely to perturbations of any individual transition rate.

However, if the rates are related to each other, the relationship may become more complicated. For instance, suppose that $a$ and $d$ are always equal, so that the chance of reaching state 4 is actually $\frac{ca}{(a+c)(b+a)}.$ Now, if we start with $a=0$, there is no chance of getting to state 4. Increasing $a$ a little increases the probability of reaching state $4$. But as $a$ get's really big, the chance of getting to state 4 again goes back to zero. Turns out, we are most likely to get to state 4 if $a = \sqrt{bc}$! For example, if $b=c=1$, ...

This is risk resonance. It's a situation where auxillary pathways can be tuned relative to natural pathways to maximize or minimize the chance of a particular outcome. Another example is the case where two 1-directional random walks collide.

The probability of reaching the red state when we start at the upper left blue state is $\frac{6 a^2 b^2}{(a+b)^4}$ which is maximized when $a=b$.

The take-home? When 2 or more transitions in a Markov process are dependent on a common factor, outcomes may not respond monotonely to factor perturbations -- changes that reduce risk in one setting may increase risk in a separate setting. Identifying situations of potential risk resonance will help us prevent or manage it.