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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Change of measure in the lookdown particle system
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
نویسندگان
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