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Related papers: Excursion theory for the Wright-Fisher diffusion

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We develop an iterative global solution scheme for the backward Kolmogorov equation of the diffusion approximation of the Wright-Fisher model of population genetics. That model describes the random genetic drift of several alleles at the…

Analysis of PDEs · Mathematics 2014-06-20 Julian Hofrichter , Tat Dat Tran , Jürgen Jost

We develop a new methodology for the fluctuation theory of continuous-time skip-free Markov chains, extending the recent work of Choi and Patie [5] for discrete-time skip-free Markov chains. As the main application we use it to derive a…

Probability · Mathematics 2022-08-31 R. Loeffen , P. Patie , J. Wang

We investigate various aspects of the (biallelic) Wright-Fisher diffusion with seed bank in conjunction with and contrast to the two-island model analysed e.g. in Kermany, Zhou and Hickey, 2008, and Nath and Griffiths, 1993, including…

To model discrete sequences such as DNA, proteins, and language using diffusion, practitioners must choose between three major methods: diffusion in discrete space, Gaussian diffusion in Euclidean space, or diffusion on the simplex. Despite…

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

Optimization and Control · Mathematics 2016-02-16 Masahiko Egami , Tadao Oryu

Invariance principles are obtained for a Markov process on a half-line with continuous paths on the interior. The domains of attraction of the two different types of self-similar processes are investigated. Our approach is to establish…

Probability · Mathematics 2008-11-14 Kouji Yano

Our results characterize the long-term behavior for a broad class of $\Lambda$-Wright--Fisher processes with frequency-dependent and environmental selection. In particular, we reveal a rich variety of parameter-dependent behaviors and…

Probability · Mathematics 2024-02-27 Fernando Cordero , Sebastian Hummel , Grégoire Véchambre

In this paper we give excursion theoretical proofs of Lehoczky's formula (in an extended form allowing a lower bound for the underlying diffusion) for the joint distribution of the first drawdown time and the maximum before this time, and…

Probability · Mathematics 2024-11-28 Paavo Salminen , Pierre Vallois

In this manuscript, we are interested in the long-term behaviour of branching processes with pairwise interactions (BPI-processes). A process in this class behaves as a pure branching process with the difference that competition and…

Probability · Mathematics 2024-06-18 Gabriel Berzunza Ojeda , Juan Carlos Pardo

Diffusion is a commonly used technique for spreading information from point to point on a graph. The rationale behind diffusion is not clear. And the multi-types Galton-Watson forest is a random model of population growth without space or…

Social and Information Networks · Computer Science 2022-03-23 Yanjiao Zhu , Qilin Li , Wanquan Liu , Chuancun Yin , Zhenlong Gao

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 present results on phase transitions of local and global survival in a two-species model on Gilbert graphs. At initial time there is an infection at the origin that propagates on the Gilbert graph according to a continuous-time…

Probability · Mathematics 2019-11-13 Alexander Hinsen , Benedikt Jahnel , Elie Cali , Jean-Philippe Wary

We consider an extended birth-death-immigration process defined on a lattice formed by the integers of $d$ semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The…

Probability · Mathematics 2016-06-07 Antonio Di Crescenzo , Barbara Martinucci , Abdelaziz Rhandi

We consider a population with two types of individuals, distinguished by the resources required for reproduction: type-$0$ (small) individuals need a fractional resource unit of size $\vartheta \in (0,1)$, while type-$1$ (large) individuals…

Probability · Mathematics 2025-10-29 Gerold Alsmeyer , Fernando Cordero , Hannah Dopmeyer

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

Probability · Mathematics 2012-04-03 Kouji Yano

We introduce a multi-allele Wright-Fisher model with non-recurrent, reversible mutation and directional selection. In this setting, the allele frequencies at a single locus track the path of a hybrid jump-diffusion process with state space…

Probability · Mathematics 2023-02-16 Ingemar Kaj , Carina F. Mugal , Rebekka Müller

Our motivation comes from the large population approximation of individual based models in population dynamics and population genetics. We propose a general method to investigate scaling limits of finite dimensional population size Markov…

Probability · Mathematics 2018-11-07 Vincent Bansaye , Maria-Emilia Caballero , Sylvie Méléard

We develop an excursion theory for Brownian motion indexed by the Brownian tree, which in many respects is analogous to the classical It\^o theory for linear Brownian motion. Each excursion is associated with a connected component of the…

Probability · Mathematics 2018-09-13 Céline Abraham , Jean-François Le Gall

The aim of this paper is to introduce a multitype branching process with random migration following the research initiated with the Galton-Watson process with migration introduced in [Yanev & Mitov (1980) C. R. Acad. Bulg. Sci.…

Probability · Mathematics 2024-09-10 Miguel González , Pedro Martín-Chávez , Inés del Puerto

This article partakes of the PEGASE project the goal of which is a better understanding of the mechanisms explaining the behaviour of species living in a network of forest patches linked by ecological corridors (hedges for instance).…

Probability · Mathematics 2021-09-15 Gauthier Delvoye , Olivier Goubet , Frédéric Paccaut