Related papers: Excursion theory for the Wright-Fisher diffusion
We consider the classical Wright-Fisher model with mutation and selection. Mutations occur independently in each locus, and selection is performed according to the sharp peak landscape. In the asymptotic regime studied in [3], a…
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…
We prove existence and uniqueness of travelling waves for a reaction-diffusion system coupling a classical reaction-diffusion equation in a strip with a diffusion equation on a line. To do this we use a continuation method which leads to…
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…
We study two types of stochastic processes, a mean-field spatial system of interacting Fisher-Wright diffusions with an inferior and an advantageous type with rare mutation (inferior to advantageous) and a (mean-field) spatial system of…
We extend some results on the convergence of one-dimensional diffusions killed at the boundary, conditioned on extended survival, to the case of general killing on the interior. We show, under fairly general conditions, that a diffusion…
Motivated by a down-up Markov chain on cladograms, David Aldous conjectured in 1999 that there exists a "diffusion on continuum trees" whose mass partitions at any finite number of branch points evolve as Wright-Fisher diffusions with some…
A new class of time-dependent Dirichlet priors is introduced as a generalisation of the Wright-Fisher diffusion, allowing discontinuities in the trajectories, as well as non-Markovian memory. This class is obtained as a simple stochastic…
Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…
Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and…
A new asymptotic method is presented for the analysis of the traveling waves in the one-dimensional reaction-diffusion system with the diffusion with a finite velocity and Kolmogorov-Petrovskii-Piskunov kinetics. The analysis makes use of…
We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
We prove the existence of a traveling wave solution for a boundary reaction diffusion equation when the reaction term is the combustion nonlinearity with ignition temperature. A key role in the proof is plaid by an explicit formula for…
Under the effect of strong genetic drift, it is highly probable to observe gene fixation or gene loss in a population, shown by infinite peaks on a coherently constructed potential energy landscape. It is then important to ask what such…
Self-activation coupled to a transport mechanism results in traveling waves that describe polymerization reactions, forest fires, tumor growth, and even the spread of epidemics. Diffusion is a simple and commonly used model of particle…
We demonstrate the existence of a "L\'evy system" for the excursions of a one-dimensional diffusion process above its past-minimum process. As applications we provide a direct proof of D. Williams' decomposition (in both a global and a…
Classical Taylor-Aris dispersion theory is extended to describe the transport of suspensions of self-propelled dipolar cells in a tubular flow. General expressions for the mean drift and effective diffusivity are determined exactly in terms…
We develop a global and hierarchical scheme for the forward Kolmogorov (Fokker-Planck) equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several…
In this paper, we introduce a new method of sampling from transition densities of diffusion processes including those unknown in closed forms by solving a partial differential equation satisfied by the quotient of transition densities. We…