Related papers: Intertwining of the Wright-Fisher diffusion
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
We consider a Wright-Fisher diffusion (x(t)) whose current state cannot be observed directly. Instead, at times t1 < t2 < . . ., the observations y(ti) are such that, given the process (x(t)), the random variables (y(ti)) are independent…
Research in psychology and neuroscience has successfully modeled decision making as a process of noisy evidence accumulation to a decision bound. While there are several variants and implementations of this idea, the majority of these…
Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death…
The recently introduced two-parameter Poisson-Dirichlet diffusion extends the infinitely-many-neutral-alleles model, related to Kingman's distribution and to Fleming-Viot processes. The role of the additional parameter has been shown to…
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…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
We study ergodic properties of a class of Markov-modulated general birth-death processes under fast regime switching. The first set of results concerns the ergodic properties of the properly scaled joint Markov process with a parameter that…
We investigate spatial evolutionary games with death-birth updating in large finite populations. Within growing spatial structures subject to appropriate conditions, the density processes of a fixed type are proven to converge to the…
Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Freidlin and Wentzell show that the time this diffusion spends…
We study voter models defined on large sets. Through a perspective emphasizing the martingale property of voter density processes, we prove that in general, their convergence to the Wright-Fisher diffusion only involves certain averages of…
Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$,…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
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…
In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…
Flow and bridge matching are a novel class of processes which encompass diffusion models. One of the main aspect of their increased flexibility is that these models can interpolate between arbitrary data distributions i.e. they generalize…
Continuous time random walks have random waiting times between particle jumps. We define the correlated continuous time random walks (CTRWs) that converge to fractional Pearson diffusions (fPDs). The jumps in these CTRWs are obtained from…
In this paper we propose a Monte Carlo maximum likelihood estimation strategy for discretely observed Wright-Fisher diffusions. Our approach provides an unbiased estimator of the likelihood function and is based on exact simulation…
A generalised one-dimensional Fisher-Wright diffusion process with mutations is considered. This is a well-known model in population genetics. An exponential recurrence is established for the process, which also implies an exponential rate…