Wright-Fisher Diffusion in One Dimension
Analysis of PDEs
2009-07-23 v1 Probability
Abstract
We analyze the diffusion processes associated to equations of Wright-Fisher type in one spatial dimension. These are defined by a degenerate second order operator on the interval [0, 1], where the coefficient of the second order term vanishes simply at the endpoints, and the first order term is an inward-pointing vector field. We consider various aspects of this problem, motivated by applications in population genetics, including a sharp regularity theory for the zero flux boundary conditions, as well as a derivation of the precise asymptotics for solutions of this equation, both as t goes to 0 and infinity, and as x goes to 0, 1.
Cite
@article{arxiv.0907.3881,
title = {Wright-Fisher Diffusion in One Dimension},
author = {Charles L. Epstein and Rafe Mazzeo},
journal= {arXiv preprint arXiv:0907.3881},
year = {2009}
}
Comments
55 pages