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The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known transition probability between consecutive generations, an exact…

Methodology · Statistics 2024-06-24 Tania Roa , María Inés Fariello , Gerardo Martínez , José León

We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…

Probability · Mathematics 2026-02-25 Cristina Costantini , Matteo Ruggiero

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

Near the beginning of the century, Wright and Fisher devised an elegant, mathematically tractable model of gene reproduction and replacement that laid the foundation for contemporary population genetics. The Wright-Fisher model and its…

Probability · Mathematics 2013-12-23 Todd L. Parsons

The goal of this paper is to develop a theory of graphon-valued stochastic processes, and to construct and analyse a natural class of such processes arising from population genetics. We consider finite populations where individuals change…

Probability · Mathematics 2019-08-20 Siva Athreya , Frank den Hollander , Adrian Röllin

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

Disordered Systems and Neural Networks · Physics 2015-06-25 Petr Chvosta , Noelle Pottier

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

The d-dimensional Lambda-Fleming-Viot generator acting on functions g(x), with x being a vector of d allele frequencies, can be written as a Wright-Fisher generator acting on functions g with a modified random linear argument of x induced…

Probability · Mathematics 2014-03-18 Robert C Griffiths

In this paper we introduce a multilocus diffusion model of a population of $N$ haploid, asexually reproducing individuals. The model includes parent-dependent mutation and interlocus selection, the latter limited to pairwise relationships…

Probability · Mathematics 2019-12-16 Erik Aurell , Magnus Ekeberg , Timo Koski

The Wright-Fisher model describes a biological population containing a finite number of individuals. In this work we consider a Wright-Fisher model for a randomly mating population, where selection and mutation act at an unlinked locus. The…

Populations and Evolution · Quantitative Biology 2024-07-18 David Waxman

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

Mathematical Physics · Physics 2013-03-05 J. Bakosi , J. R. Ristorcelli

We introduce a mean-reverting SDE whose solution is naturally defined on the space of correlation matrices. This SDE can be seen as an extension of the well-known Wright-Fisher diffusion. We provide conditions that ensure weak and strong…

Probability · Mathematics 2012-02-14 Abdelkoddousse Ahdida , Aurélien Alfonsi

We consider the mixing properties of solutions to the advection-diffusion equation of a white-in-time velocity field on the 2-dimensional torus with four forced modes. As the diffusivity parameter goes to zero, we show that the almost-sure…

Probability · Mathematics 2025-12-05 Robin Chemnitz , Dennis Chemnitz

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

We introduce a new Wright-Fisher type model for seed banks incorporating "simultaneous switching", which is motivated by recent work on microbial dormancy. We show that the simultaneous switching mechanism leads to a new jump-diffusion…

Populations and Evolution · Quantitative Biology 2018-12-24 Jochen Blath , Adrián González Casanova , Noemi Kurt , Maite Wilke-Berenguer

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…

Analysis of PDEs · Mathematics 2017-07-27 Charles L. Epstein , Camelia A. Pop

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…

Probability · Mathematics 2022-01-19 Daniel Adams , Gonçalo dos Reis , Romain Ravaille , William Salkeld , Julian Tugaut

We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic…

Probability · Mathematics 2016-04-08 Etienne Adam
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