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In this paper, we employ Markov process theory to prove asymptotic results for a class of stochastic processes which arise as solutions of a stochastic evolution inclusion and are given by the representation formula \begin{align*}…

Probability · Mathematics 2018-01-23 Alexander Nerlich

$\Lambda$-Wright--Fisher processes provide a robust framework to describe the type-frequency evolution of an infinite neutral population. We add a polynomial drift to the corresponding stochastic differential equation to incorporate…

Probability · Mathematics 2023-04-26 Fernando Cordero , Sebastian Hummel , Emmanuel Schertzer

Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…

Probability · Mathematics 2018-03-06 Martin Hutzenthaler , Peter Pfaffelhuber , Clemens Printz

We study the evolution of the population genealogy in the classic neutral Moran Model of finite size and in discrete time. The stochastic transformations that shape a Moran population can be realized directly on its genealogy and give rise…

Populations and Evolution · Quantitative Biology 2019-02-08 Johannes Wirtz , Thomas Wiehe

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

In this work we model the dynamics of a population that evolves as a continuous time branching process with a trait structure and ecological interactions in form of mutations and competition between individuals. We generalize existing…

Probability · Mathematics 2020-10-19 Gabriel Berzunza , Anja Sturm , Anita Winter

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 study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…

Probability · Mathematics 2007-05-23 Jianjun Tian , Xiao-Song Lin

We provide a many-to-few formula in the general setting of non-local branching Markov processes. This formula allows one to compute expectations of k-fold sums over functions of the population at k different times. The result generalises…

Probability · Mathematics 2022-11-17 Simon C. Harris , Emma Horton , Ellen Powell , Andreas E. Kyprianou

We study a limit behavior of a sequence of Markov processes (or Markov chains) such that their distributions outside of any neighborhood of a "singular" point attract to some probability law. In any neighborhood of this point the behavior…

Probability · Mathematics 2015-09-14 Andrey Pilipenko , Yuriy Prykhodko

We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…

Probability · Mathematics 2023-05-16 Dimitri Faure , Mathias Rousset

We consider a branching model in discrete time where each individual has a trait in some general state space. Both the reproduction law and the trait inherited by the offsprings may depend on the trait of the mother and the environment. We…

Probability · Mathematics 2013-11-26 Vincent Bansaye

Consider a Markov chain $\{X_n\}_{n\ge 0}$ with an ergodic probability measure $\pi$. Let $\Psi$ a function on the state space of the chain, with $\alpha$-tails with respect to $\pi$, $\alpha\in (0,2)$. We find sufficient conditions on the…

Probability · Mathematics 2009-12-15 Milton Jara , Tomasz Komorowski , Stefano Olla

We present an investigation of stochastic evolution in which a family of evolution equations in $L^1$ are driven by continuous-time Markov processes. These are examples of so-called piecewise deterministic Markov processes (PDMP's) on the…

Probability · Mathematics 2020-12-01 Paweł Klimasara , Michael C. Mackey , Andrzej Tomski , Marta Tyran-Kamińska

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

In the field of Markov models for image generation, the main idea is to learn how non-trivial images are gradually destroyed by a trivial forward Markov dynamics over the large time window $[0,t]$ converging towards pure noise for $t \to +…

Statistical Mechanics · Physics 2025-01-30 Cecile Monthus

We consider the so called Moran process with frequency dependent fitness given by a certain pay-off matrix. For finite populations, we show that the final state must be homogeneous, and show how to compute the fixation probabilities. Next,…

Analysis of PDEs · Mathematics 2007-05-23 Fabio A. C. C. Chalub , Max O. Souza

We define the Sampled Moran Genealogy Process, a continuous-time Markov process on the space of genealogies with the demography of the classical Moran process, sampled through time. To do so, we begin by defining the Moran Genealogy Process…

Populations and Evolution · Quantitative Biology 2020-10-21 Aaron A. King , Qianying Lin , Edward L. Ionides

A continuous-time Markov process $X$ can be conditioned to be in a given state at a fixed time $T > 0$ using Doob's $h$-transform. This transform requires the typically intractable transition density of $X$. The effect of the $h$-transform…

Probability · Mathematics 2024-09-16 Marc Corstanje , Frank van der Meulen , Moritz Schauer

Consider an N-dimensional Markov chain obtained from N one-dimensional random walks by Doob h-transform with the q-Vandermonde determinant. We prove that as N becomes large, these Markov chains converge to an infinite-dimensional Feller…

Probability · Mathematics 2014-10-03 Alexei Borodin , Vadim Gorin