Report
Change of measure in the lookdown particle system
| العنوان: | Change of measure in the lookdown particle system |
|---|---|
| المؤلفون: | Hénard, Olivier |
| المساهمون: | Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC) |
| المصدر: | https://enpc.hal.science/hal-00684664 ; 2012. |
| بيانات النشر: | HAL CCSD |
| سنة النشر: | 2012 |
| المجموعة: | École des Ponts ParisTech: HAL |
| مصطلحات موضوعية: | Doob h-transform, Fleming Viot process, Wright Fisher diffusion, Superprocesses, Lookdown particle system, 60J25, 60G55, 60J80, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] |
| الوصف: | 24 pages ; We perform various changes of measure in the lookdown particle system of Donnelly and Kurtz. The first example is a product type h-transform related to conditioning a Generalized Fleming Viot process without mutation on coexistence of some genetic types in remote time. We give a pathwise construction of this h-transform by just ''forgetting'' some reproduction events in the lookdown particle system. We also provide an intertwining relationship for the Wright Fisher diffusion and explicit the associated pathwise decomposition. The second example, called the linear or additive h-transform, concerns a wider class of measure valued processes with spatial motion. Applications include: -a simple description of the additive h-transform of the Generalized Fleming Viot process, which confirms a suggestion of Overbeck for the usual Fleming Viot process -an immortal particle representation for the additive h-transform of the Dawson Watanabe process. |
| نوع الوثيقة: | report |
| اللغة: | English |
| Relation: | info:eu-repo/semantics/altIdentifier/arxiv/1204.0540; hal-00684664; https://enpc.hal.science/hal-00684664; https://enpc.hal.science/hal-00684664/document; https://enpc.hal.science/hal-00684664/file/QFV.pdf; ARXIV: 1204.0540 |
| الاتاحة: | https://enpc.hal.science/hal-00684664 https://enpc.hal.science/hal-00684664/document https://enpc.hal.science/hal-00684664/file/QFV.pdf |
| Rights: | info:eu-repo/semantics/OpenAccess |
| رقم الانضمام: | edsbas.761848E3 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |