具有扩散和离散分量的二元马尔可夫过程的谱方法及Wright-Fisher模型的一个变型
Spectral methods for bivariate Markov processes with diffusion and discrete components and a variant of the Wright-Fisher model
摘要:
研究了具有离散分量的二维扩散马氏过程无穷小算子的微分和谱性质。无穷小算子现在是一个二阶微分算子与矩阵值的系数,从中我们可以推导出向后和向前方程,一个谱表示的概率密度,研究复发的过程和相应的不变分布。所有这些结果都适用于一个例子来自组表示论,可以被看作是一个变种的赖特-费舍尔模型只涉及突变效应。
英文摘要:
The aim of this paper is to study differential and spectral properties of the infinitesimal operator of two dimensional Markov processes with diffusion and discrete components. The infinitesimal operator is now a second-order differential operator with matrix-valued coefficients, from which we can derive backward and forward equations, a spectral representation of the probability density, study recurrence of the process and the corresponding invariant distribution. All these results are applied to an example coming from group representation theory which can be viewed as a variant of the Wright-Fisher model involving only mutation effects.
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