Large deviation estimate of transition densities for jump processes
We consider the spatial -Fleming–Viot process model (Electron. J. Probab.15(2010) 162–216) for frequencies of genetic types in a population living in , in the special case in which there are just two types of individuals, labelled and . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type . 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...
Let be a Ornstein–Uhlenbeck diffusion governed by a stationary and ergodic process . We establish that under the condition with the stationary distribution of the regime process , the diffusion is ergodic. We also consider conditions for the existence of moments for the invariant law of when 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 , is gaussian on the other hand, we give...
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...