Journal of Applied Probability

Duality and asymptotics for a class of nonneutral discrete Moran models

Huillet Thierry and Möhle Martin

Source: J. Appl. Probab. Volume 46, Number 3 (2009), 866-893.

Abstract

A Markov chain X with finite state space {0,...,N} and tridiagonal transition matrix is considered, where transitions from i to i-1 occur with probability (i/N)(1-p(i/N)) and transitions from i to i+1 occur with probability (1-i/N)p(i/N). Here p:[0,1]→[0,1] is a given function. It is shown that if p is continuous with p(x)≤p(1) for all x∈[0,1] then, for each N, a dual process Y to X (with respect to a specific duality function) exists if and only if 1-p is completely monotone with p(0)=0. A probabilistic interpretation of Y in terms of an ancestral process of a mixed multitype Moran model with a random number of types is presented. It is shown that, under weak conditions on p, the process Y, properly time and space scaled, converges to an Ornstein--Uhlenbeck process as N tends to ∞. The asymptotics of the stationary distribution of Y is studied as N tends to ∞. Examples are presented involving selection mechanisms. results.

Primary Subjects: 60K35
Secondary Subjects: 92D10, 92D25
Keywords: Ancestral process; complete monotonicity; descendants; duality; multitype Moran model; Ornstein--Uhlenbeck process

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Permanent link to this document: http://projecteuclid.org/euclid.jap/1253279856
Digital Object Identifier: doi:10.1239/jap/1253279856
Zentralblatt MATH identifier: 05611422

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