• 제목/요약/키워드: discrete generator for the rescaled Markov chain

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ON THE APPLICATION OF LIMITING DIFFUSION IN SPECIAL DIPLOID MODEL

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • 제29권3_4호
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    • pp.1043-1048
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    • 2011
  • W. Choi([1]) identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. We denote by F the homozygosity and by S the average selection intensity. In this note, we define the Fleming-Viot process with generator of limiting diffusion and provide exact result for the relations of F and S.

ON THE MARTINGALE PROPERTY OF LIMITING DIFFUSION IN SPECIAL DIPLOID MODEL

  • Choi, Won
    • Journal of applied mathematics & informatics
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    • 제31권1_2호
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    • pp.241-246
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    • 2013
  • Choi [1] identified and characterized the limiting diffusion of this diploid model by defining discrete generator for the rescaled Markov chain. In this note, we define the operator of projection $S_t$ on limiting diffusion and new measure $dQ=S_tdP$. We show the martingale property on this operator and measure. Also we conclude that the martingale problem for diffusion operator of projection is well-posed.

ON THE MARTINGALE EXTENSION OF LIMITING DIFFUSION IN POPULATION GENETICS

  • Choi, Won
    • Korean Journal of Mathematics
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    • 제22권1호
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    • pp.29-36
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    • 2014
  • 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 ${\rho}$.