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Large scale behaviour of the spatial 𝛬 -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

We consider the spatial 𝛬 -Fleming–Viot process model (Electron. J. Probab.15(2010) 162–216) for frequencies of genetic types in a population living in d , in the special case in which there are just two types of individuals, labelled 0 and 1 . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has 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...

Linear diffusion with stationary switching regime

Xavier Guyon, Serge Iovleff, Jian-Feng Yao (2004)

ESAIM: Probability and Statistics

Let Y be a Ornstein–Uhlenbeck diffusion governed by a stationary and ergodic process X : d Y t = a ( X t ) Y t d t + σ ( X t ) d W t , Y 0 = y 0 . We establish that under the condition α = E μ ( a ( X 0 ) ) < 0 with μ the stationary distribution of the regime process X , the diffusion Y is ergodic. We also consider conditions for the existence of moments for the invariant law of Y when X is a Markov jump process having a finite number of states. Using results on random difference equations on one hand and the fact that conditionally to X , Y is gaussian on the other hand, we give...

Linear diffusion with stationary switching regime

Xavier Guyon, Serge Iovleff, Jian-Feng Yao (2010)

ESAIM: Probability and Statistics

Let Y be a Ornstein–Uhlenbeck diffusion governed by a stationary and ergodic process X : dYt = a(Xt)Ytdt + σ(Xt)dWt,Y0 = y0. We establish that under the condition α = Eµ(a(X0)) < 0 with μ the stationary distribution of the regime process X, the diffusion Y is ergodic. We also consider conditions for the existence of moments for the invariant law of Y when X is a Markov jump process having a finite number of states. Using results on random difference equations on one hand and the fact that...

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