کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156748 | 958865 | 2013 | 30 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Change of measure in the lookdown particle system
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
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 additiveh-transform of the Generalized Fleming-Viot process and an immortal particle representation for the additive h-transform of the Dawson-Watanabe process.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2054-2083
Journal: Stochastic Processes and their Applications - Volume 123, Issue 6, June 2013, Pages 2054-2083
نویسندگان
Olivier Hénard,