Fluctuating natural selection accounts for the evolution of diversification bet hedging.
Natural environments are characterized by unpredictability over all time scales. This stochasticity is expected on theoretical grounds to result in the evolution of 'bet-hedging' traits that maximize the long term, or geometric mean fitness even though such traits do not maximize fitness over shorter time scales. The geometric mean principle is thus central to our interpretation of optimality and adaptation; however, quantitative empirical support for bet hedging is lacking. Here, I report a quantitative test using the timing of seed germination-a model diversification bet-hedging trait-in Lobelia inflata under field conditions. In a phenotypic manipulation study, I find the magnitude of fluctuating selection acting on seed germination timing-across 70 intervals throughout five seasons-to be extreme: fitness functions for survival are complex and multimodal within seasons and significantly dissimilar among seasons. I confirm that the observed magnitude of fluctuating selection is sufficient to account for the degree of diversification behaviour characteristic of individuals of this species. The geometric mean principle has been known to economic theory for over two centuries; this study now provides a quantitative test of optimality of a bet-hedging trait in nature.
Simons
Andrew M
AM
Department of Biology, Carleton University, 1125 Colonel By Drive, Ottawa, Ontario, Canada K1S 5B6. asimons@ccs.carleton.ca