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ON THE MARTINGALE EXTENSION OF LIMITING DIFFUSION IN POPULATION GENETICS

  • Choi, Won (Department of Mathematics Incheon National University)
  • Received : 2013.07.26
  • Accepted : 2013.09.28
  • Published : 2014.03.30

Abstract

The limiting diffusion of special diploid model can be defined as a discrete generator for the rescaled Markov chain. Choi([2]) defined the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. and showed the martingale property on this operator and measure. Let $P_{\rho}$ be the unique solution of the martingale problem for $\mathcal{L}_0$ starting at ${\rho}$ and ${\pi}_1,{\pi}_2,{\cdots},{\pi}_n$ the projection of $E^n$ on $x_1,x_2,{\cdots},x_n$. In this note we define $$dQ_{\rho}=S_tdP_{\rho}$$ and show that $Q_{\rho}$ solves the martingale problem for $\mathcal{L}_{\pi}$ starting at ${\rho}$.

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References

  1. W.Choi, On the limiting diffusion of special diploid model in population genetics, Bull. Korean Math. Soc. 42 (2) (2005), 397-404. https://doi.org/10.4134/BKMS.2005.42.2.397
  2. W.Choi, On the martingale property of limiting diffusion in special diploid model, J. Appl. Math. info. 31 (1) (2013), 241-246. https://doi.org/10.14317/jami.2013.241
  3. A.Shimizu, Stationary distribution of a diffusion process taking values in probability distributions on the partitions, Proceedings of a Workshop held in Nagoya, (1985), 100-114.