Search arXivSearch

arXiv · 1107.4254

Large scale behaviour of the spatial Lambda-Fleming-Viot process

Abstract

We consider the spatial Lambda-Fleming-Viot process model for frequencies of genetic types in a population living in R^d, in the special case in which there are just two types of individual, labelled 0 and 1. At time zero, everyone in the half-space consisting of points whose first coordinate is non-positive is type 1, whereas everyone in the complementary half-space is of type 0. We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the dynamics of the process are driven by purely `local' events and one incorporating large-scale extinction recolonisation events. We choose the frequency of these events in such a way that, under a suitable rescaling of space and time, the ancestry of a single individual in the population converges to a symmetric stable process of index alpha in (1,2] (with alpha=2 corresponding to Brownian motion). We consider the behaviour of the process of allele frequencies under the same space and time rescaling. For alpha=2 and d>1 it converges to a deterministic limit. In all other cases the limit is random and we identify it as the indicator function of a random set. In particular, there is no local coexistence of types in the limit. We characterise the set in terms of a dual process of coalescing symmetric stable processes, which is of interest in its own right. The complex geometry of the random set is illustrated through simulations.

Explore related subjects

Keep this discovery

BibTeXRIS

N. Berestycki, A. M. Etheridge, A. Veber. 2011-07-21. Large scale behaviour of the spatial Lambda-Fleming-Viot process. https://arxiv.org/abs/1107.4254

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR