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Related papers: Intertwining of the Wright-Fisher diffusion

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A birth and death process is a continuous-time Markov chain with the minimal state space $\mathbb N$, whose transition matrix is standard and whose density matrix is the given birth-death matrix. Birth and death process is unique if and…

Probability · Mathematics 2024-08-20 Liping Li

A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…

Condensed Matter · Physics 2009-10-31 S. Mandal , R. Dasgupta

Transition path theory (TPT) for diffusion processes is a framework for analysing the transitions of multiscale ergodic diffusion processes between disjoint metastable subsets of state space. Most methods for applying TPT involve the…

Numerical Analysis · Mathematics 2021-03-31 Nada Cvetković , Tim Conrad , Han Cheng Lie

The run-and-tumble (RT) dynamics followed by bacterial swimmers gives rise first to a ballistic motion due to their persistence, and later, through consecutive tumbles, to a diffusive process. Here we investigate how long it takes for a…

Soft Condensed Matter · Physics 2020-07-01 Andrea Villa-Torrealba , Cristóbal Chávez Raby , Pablo de Castro , Rodrigo Soto

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

Understanding the statistical properties of a collection of individuals subject to random displacements and birth-and-death events is key to several applications in physics and life sciences, encompassing the diagnostic of nuclear reactors…

Statistical Mechanics · Physics 2022-06-22 Théophile Bonnet , Davide Mancusi , Andrea Zoia

We study an approximation by time-discretized geodesic random walks of a diffusion process associated with a family of time-dependent metrics on manifolds. The condition we assume on the metrics is a natural time-inhomogeneous extension of…

Probability · Mathematics 2012-10-12 Kazumasa Kuwada

We introduce a nonparametric model for inferring time-evolving, unobserved probability distributions from discrete-time data consisting of unlabelled partitions. The latent process is a two-parameter Poisson-Dirichlet diffusion, and…

Methodology · Statistics 2026-05-19 Marco Dalla Pria , Matteo Ruggiero , Dario Spanò

Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…

Statistical Mechanics · Physics 2010-12-09 Bartlomiej Dybiec , Ewa Gudowska-Nowak

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

We consider the Wright-Fisher model for a population of $N$ individuals, each identified with a sequence of a finite number of sites, and single-crossover recombination between them. We trace back the ancestry of single individuals from the…

Probability · Mathematics 2014-04-24 Ellen Baake , Ute von Wangenheim

We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respectively, (i) the number of individuals (say spreaders) who know…

Probability · Mathematics 2024-05-13 Antonio Di Crescenzo , Paola Paraggio

For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the…

Probability · Mathematics 2022-03-24 Kosuke Yamato , Kouji Yano

After reexamining the above barrier diffusion problem where we notice that the wave packet collision implies the existence of {\em multiple} reflected and transmitted wave packets, we analyze the way of obtaining phase times for…

High Energy Physics - Phenomenology · Physics 2010-10-27 Alex E. Bernardini

The Wright-Fisher model, originating in Wright (1931) is one of the canonical probabilistic models used in mathematical population genetics to study how genetic type frequencies evolve in time. In this paper we bound the rate of convergence…

Probability · Mathematics 2023-12-19 Anton Braverman , Han L. Gan

We present evidence for a conjectural relationship between absorption times for discrete Whittaker processes and maximal heights of non-intersecting Brownian bridges.

Probability · Mathematics 2026-01-13 Neil O'Connell

One-dimensional Fisher-Wright diffusion process on the interval $(0,1)$ with mutations is considered. This is a widely known model in population genetics. The goal of the paper is an exponential recurrence of the process, which also implies…

Probability · Mathematics 2021-11-02 Roman Sineokiy , Alexander Veretennikov

The exact solution of a diffusion$-$reaction model for the trapping and annihilation of positrons in small extended spherical defects (clusters, voids, small precipitates) with competitive rate-limited trapping in vacancy-type point defects…

Materials Science · Physics 2019-04-24 Roland Würschum , Laura Resch , Gregor Klinser

Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…

Probability · Mathematics 2014-07-25 Mark M. Meerschaert , Peter Straka

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden