Renormalization analysis of catalytic Wright-Fisher diffusions

被引:0
|
作者
Fleischmann, Klaus [1 ]
Swart, Jan M. [1 ]
机构
[1] Weierstr Inst Appl Anal & Stochast, D-10117 Berlin, Germany
来源
关键词
renormalization; catalytic Wright-Fisher diffusion; embedded particle system; extinction; unbounded growth; interacting diffusions; universality;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Recently, several authors have studied maps where a function, describing the local diffusion matrix of a diffusion process with a linear drift towards an attraction point, is mapped into the average of that function with respect to the unique invariant measure of the diffusion process, as a function of the attraction point. Such mappings arise in the analysis of infinite systems of diffusions indexed by the hierarchical group, with a linear attractive interaction between the components. In this context, the mappings are called renormalization transformations. We consider such maps for catalytic Wright-Fisher diffusions. These are diffusions on the unit square where the first component ( the catalyst) performs an autonomous Wright-Fisher diffusion, while the second component ( the reactant) performs a Wright-Fisher diffusion with a rate depending on the first component through a catalyzing function. We determine the limit of rescaled iterates of renormalization transformations acting on the diffusion matrices of such catalytic Wright-Fisher diffusions.
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收藏
页码:585 / 654
页数:70
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