Electronic Communications in Probability

The Kingman tree length process has infinite quadratic variation

Iulia Dahmer, Robert Knobloch, and Anton Wakolbinger

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In the case of neutral populations of fixed sizes in equilibrium whose genealogies are described by the Kingman N-coalescent back from time t consider the associated processes of total tree length as t increases. We show that the (càdlàg) process to which the sequence of compensated tree length processes converges as N tends to infinity is a process of infinite quadratic variation; therefore this process cannot be a semimartingale. This answers a question posed in Pfaffelhuber et al. (2011).

Article information

Electron. Commun. Probab. Volume 19 (2014), paper no. 87, 12 pp.

Accepted: 20 December 2014
First available in Project Euclid: 7 June 2016

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60G17: Sample path properties
Secondary: 92D25: Population dynamics (general)

Kingman coalescent tree length process quadratic variation look-down graph

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Dahmer, Iulia; Knobloch, Robert; Wakolbinger, Anton. The Kingman tree length process has infinite quadratic variation. Electron. Commun. Probab. 19 (2014), paper no. 87, 12 pp. doi:10.1214/ECP.v19-3318. https://projecteuclid.org/euclid.ecp/1465316789.

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