Open Access
2006 Renormalization analysis of catalytic Wright-Fisher diffusions
Jan Swart, Klaus Fleischmann
Author Affiliations +
Electron. J. Probab. 11: 585-654 (2006). DOI: 10.1214/EJP.v11-341
Abstract

Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the unique invariant measure of the diffusion process, as a function of the attraction point. Such mappings arise in the analysis of infinite systems of diffusions indexed by the hierarchical group, with a linear attractive interaction between the components. In this context, the mappings are called renormalization transformations. We consider such maps for catalytic Wright-Fisher diffusions. These are diffusions on the unit square where the first component (the catalyst) performs an autonomous Wright-Fisher diffusion, while the second component (the reactant) performs a Wright-Fisher diffusion with a rate depending on the first component through a catalyzing function. We determine the limit of rescaled iterates of renormalization transformations acting on the diffusion matrices of such catalytic Wright-Fisher diffusions.

References

1.

J.-B. Baillon, Ph. Clément, A. Greven, and F. den Hollander. On the attracting orbit of a non-linear transformation arising from renormalization of hierarchically interacting diffusions. I. The compact case. Canad. J. Math. 47(1) (1995) 3-27.J.-B. Baillon, Ph. Clément, A. Greven, and F. den Hollander. On the attracting orbit of a non-linear transformation arising from renormalization of hierarchically interacting diffusions. I. The compact case. Canad. J. Math. 47(1) (1995) 3-27.

2.

J.-B. Baillon, Ph. Clément, A. Greven, and F. den Hollander. On the attracting orbit of a non-linear transformation arising from renormalization of hierarchically interacting diffusions. II. The non-compact case. J. Funct. Anal. 146 (1997) 236-298. MR1446381 10.1006/jfan.1996.3031J.-B. Baillon, Ph. Clément, A. Greven, and F. den Hollander. On the attracting orbit of a non-linear transformation arising from renormalization of hierarchically interacting diffusions. II. The non-compact case. J. Funct. Anal. 146 (1997) 236-298. MR1446381 10.1006/jfan.1996.3031

3.

J.T. Cox, D.A. Dawson, and A. Greven. Mutually catalytic super branching random walks: Large finite systems and renormalization analysis. Mem. Am. Math. Soc. 809 (2004). MR2074427 1063.60143 10.1090/memo/0809J.T. Cox, D.A. Dawson, and A. Greven. Mutually catalytic super branching random walks: Large finite systems and renormalization analysis. Mem. Am. Math. Soc. 809 (2004). MR2074427 1063.60143 10.1090/memo/0809

4.

D.A. Darling and P. Erdös. On the recurrence of a certain chain. Proc. Am. Math. Soc. 19(1) (1968) 336-338.D.A. Darling and P. Erdös. On the recurrence of a certain chain. Proc. Am. Math. Soc. 19(1) (1968) 336-338.

5.

D.A. Dawson and A. Greven. Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation. Probab. Theory Related Fields 96(4) (1993) 435-473. 0794.60101 10.1007/BF01200205D.A. Dawson and A. Greven. Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation. Probab. Theory Related Fields 96(4) (1993) 435-473. 0794.60101 10.1007/BF01200205

6.

D.A. Dawson and A. Greven. Multiple time scale analysis of interacting diffusions. Probab. Theory Related Fields 95(4) (1993) 467-508. 0791.60094 10.1007/BF01196730D.A. Dawson and A. Greven. Multiple time scale analysis of interacting diffusions. Probab. Theory Related Fields 95(4) (1993) 467-508. 0791.60094 10.1007/BF01196730

7.

D.A. Dawson and A. Greven. Multiple space-time scale analysis for interacting branching models. Electron. J. Probab., 1 (1996) no. 14, approx. 84 pp. 0890.60093 10.1214/EJP.v1-14D.A. Dawson and A. Greven. Multiple space-time scale analysis for interacting branching models. Electron. J. Probab., 1 (1996) no. 14, approx. 84 pp. 0890.60093 10.1214/EJP.v1-14

8.

D.A. Dawson, A. Greven and J. Vaillancourt. Equilibria and quasi-equilibria for infinite collections of interacting Fleming-Viot processes. Trans. Amer. Math. Soc. 347(7) (1995) 2277-2360. MR1297523 0831.60102D.A. Dawson, A. Greven and J. Vaillancourt. Equilibria and quasi-equilibria for infinite collections of interacting Fleming-Viot processes. Trans. Amer. Math. Soc. 347(7) (1995) 2277-2360. MR1297523 0831.60102

9.

F. den Hollander and J.M. Swart. Renormalization of hierarchically interacting isotropic diffusions. J. Stat. Phys. 93 (1998) 243-291. 0946.60094 10.1023/B:JOSS.0000026734.93723.b9F. den Hollander and J.M. Swart. Renormalization of hierarchically interacting isotropic diffusions. J. Stat. Phys. 93 (1998) 243-291. 0946.60094 10.1023/B:JOSS.0000026734.93723.b9

10.

S.N. Ethier and T.G. Kurtz. Markov Processes; Characterization and Convergence. John Wiley & Sons, New York, 1986. 0592.60049S.N. Ethier and T.G. Kurtz. Markov Processes; Characterization and Convergence. John Wiley & Sons, New York, 1986. 0592.60049

11.

N. El Karoui and S. Roelly. Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. Stoch. Proc. Appl. 38(2) (1991) 239-266. MR1119983 10.1016/0304-4149(91)90093-RN. El Karoui and S. Roelly. Propriétés de martingales, explosion et représentation de Lévy- Khintchine d'une classe de processus de branchement à valeurs mesures. Stoch. Proc. Appl. 38(2) (1991) 239-266. MR1119983 10.1016/0304-4149(91)90093-R

12.

W.J. Ewens. Mathematical Population Genetics. I: Theoretical Introduction. 2nd ed. Interdisciplinary Mathematics 27. Springer, New York, 2004. 1060.92046W.J. Ewens. Mathematical Population Genetics. I: Theoretical Introduction. 2nd ed. Interdisciplinary Mathematics 27. Springer, New York, 2004. 1060.92046

13.

P.J. Fitzsimmons. Construction and regularity of measure-valued branching processes. Isr. J. Math. 64(3) (1988) 337-361. MR995575 0673.60089 10.1007/BF02882426P.J. Fitzsimmons. Construction and regularity of measure-valued branching processes. Isr. J. Math. 64(3) (1988) 337-361. MR995575 0673.60089 10.1007/BF02882426

14.

K. Fleischmann and J.M. Swart. Extinction versus exponential growth in a supercritical super-Wright-Fischer diffusion. Stoch. Proc. Appl. 106(1) (2003) 141-165. 1075.60567 10.1016/S0304-4149(03)00043-7K. Fleischmann and J.M. Swart. Extinction versus exponential growth in a supercritical super-Wright-Fischer diffusion. Stoch. Proc. Appl. 106(1) (2003) 141-165. 1075.60567 10.1016/S0304-4149(03)00043-7

15.

K. Fleischmann and J.M. Swart. Trimmed trees and embedded particle systems. Ann. Probab. 32(3a) (2004) 2179-2221. 1048.60063 10.1214/009117904000000090 euclid.aop/1089808423K. Fleischmann and J.M. Swart. Trimmed trees and embedded particle systems. Ann. Probab. 32(3a) (2004) 2179-2221. 1048.60063 10.1214/009117904000000090 euclid.aop/1089808423

16.

A. Greven, A. Klenke, and A. Wakolbinger. Interacting Fisher-Wright diffusions in a catalytic medium. Probab. Theory Related Fields 120(1) (2001) 85-117. 0987.92023 10.1007/PL00008777A. Greven, A. Klenke, and A. Wakolbinger. Interacting Fisher-Wright diffusions in a catalytic medium. Probab. Theory Related Fields 120(1) (2001) 85-117. 0987.92023 10.1007/PL00008777

17.

M. Jiřina. Branching processes with measure-valued states. In Trans. Third Prague Conf. Information Theory, Statist. Decision Functions, Random Processes (Liblice, 1962), pages 333-357, Czech. Acad. Sci., Prague, 1964.M. Jiřina. Branching processes with measure-valued states. In Trans. Third Prague Conf. Information Theory, Statist. Decision Functions, Random Processes (Liblice, 1962), pages 333-357, Czech. Acad. Sci., Prague, 1964.

18.

O. Kallenberg. Random Measures. Akademie-Verlag, Berlin, 1976. 0345.60032O. Kallenberg. Random Measures. Akademie-Verlag, Berlin, 1976. 0345.60032

19.

A. Klenke. Different clustering regimes in systems of hierarchically interacting diffusions. Ann. Probab. 24(2) (1996) 660-697. 0862.60096 10.1214/aop/1039639358 euclid.aop/1039639358A. Klenke. Different clustering regimes in systems of hierarchically interacting diffusions. Ann. Probab. 24(2) (1996) 660-697. 0862.60096 10.1214/aop/1039639358 euclid.aop/1039639358

20.

A. Liemant. Kritische Verzweigungsprozesse mit allgemeinem Phasenraum. IV. Math. Nachr. 102 (1981) 235-254. 0541.60080 10.1002/mana.19811020120A. Liemant. Kritische Verzweigungsprozesse mit allgemeinem Phasenraum. IV. Math. Nachr. 102 (1981) 235-254. 0541.60080 10.1002/mana.19811020120

21.

M. Loève. Probability Theory 3rd ed. Van Nostrand, Princeton, 1963.M. Loève. Probability Theory 3rd ed. Van Nostrand, Princeton, 1963.

22.

M. Loève. Probability Theory II 4th ed. Graduate Texts in Mathematics 46. Springer, New York, 1978.M. Loève. Probability Theory II 4th ed. Graduate Texts in Mathematics 46. Springer, New York, 1978.

23.

A. Pazy. Semigroups of Linear Operators and Applications to Partial Differential Equations. Springer, New York, 1983. MR710486 0516.47023A. Pazy. Semigroups of Linear Operators and Applications to Partial Differential Equations. Springer, New York, 1983. MR710486 0516.47023

24.

L.C.G. Rogers and D. Williams. Diffusions, Markov Processes, and Martingales, Volume 2: Ito Calculus. Wiley, Chichester, 1987. 0627.60001L.C.G. Rogers and D. Williams. Diffusions, Markov Processes, and Martingales, Volume 2: Ito Calculus. Wiley, Chichester, 1987. 0627.60001

25.

F. Schiller. Application of the Multiple Space-Time Scale Analysis on a System of R-valued, Hierarchically Interacting, Stochastic Differential Equations. Master thesis, Universtity Erlangen-Nürnberg, 1998.F. Schiller. Application of the Multiple Space-Time Scale Analysis on a System of R-valued, Hierarchically Interacting, Stochastic Differential Equations. Master thesis, Universtity Erlangen-Nürnberg, 1998.

26.

S. Sawyer and J. Felsenstein. Isolation by distance in a hierarchically clustered population. J. Appl. Probab. 20 (1983) 1-10. 0514.92013 10.2307/3213715S. Sawyer and J. Felsenstein. Isolation by distance in a hierarchically clustered population. J. Appl. Probab. 20 (1983) 1-10. 0514.92013 10.2307/3213715

27.

T. Shiga. An interacting system in population genetics. J. Math. Kyoto Univ. 20 (1980) 213-242. 0456.92014 10.1215/kjm/1250522276 euclid.kjm/1250522276T. Shiga. An interacting system in population genetics. J. Math. Kyoto Univ. 20 (1980) 213-242. 0456.92014 10.1215/kjm/1250522276 euclid.kjm/1250522276

28.

J.M. Swart. Large Space-Time Scale Behavior of Linearly Interacting Diffusions. PhD thesis, Katholieke Universiteit Nijmegen, 1999.J.M. Swart. Large Space-Time Scale Behavior of Linearly Interacting Diffusions. PhD thesis, Katholieke Universiteit Nijmegen, 1999.

29.

J.M. Swart. Clustering of linearly interacting diffusions and universality of their long-time limit distribution. Prob. Theory Related Fields 118 (2000) 574-594. MR1808376 0981.60094 10.1007/PL00008755J.M. Swart. Clustering of linearly interacting diffusions and universality of their long-time limit distribution. Prob. Theory Related Fields 118 (2000) 574-594. MR1808376 0981.60094 10.1007/PL00008755

30.

T. Yamada and S. Watanabe. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 11 (1971) 155-167. 0236.60037 10.1215/kjm/1250523691 euclid.kjm/1250523691T. Yamada and S. Watanabe. On the uniqueness of solutions of stochastic differential equations. J. Math. Kyoto Univ. 11 (1971) 155-167. 0236.60037 10.1215/kjm/1250523691 euclid.kjm/1250523691
Jan Swart and Klaus Fleischmann "Renormalization analysis of catalytic Wright-Fisher diffusions," Electronic Journal of Probability 11(none), 585-654, (2006). https://doi.org/10.1214/EJP.v11-341
Accepted: 3 August 2006; Published: 2006
Vol.11 • 2006
Back to Top