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Time reversal of some stationary jump diffusion processes from population genetics
Published online by Cambridge University Press: 01 July 2016
Abstract
We describe the processes obtained by time reversal of a class of stationary jump diffusion processes that model the dynamics of genetic variation in populations subject to repeated bottlenecks. Assuming that only one lineage survives each bottleneck, the forward process is a diffusion on [0,1] that jumps to the boundary before diffusing back into the interior. We show that the behavior of the time-reversed process depends on whether the boundaries are accessible to the diffusive motion of the forward process. If a boundary point is inaccessible to the forward diffusion then time reversal leads to a jump diffusion that jumps immediately into the interior whenever it arrives at that point. If, instead, a boundary point is accessible then the jumps off of that point are governed by a weighted local time of the time-reversed process.
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- General Applied Probability
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- Copyright © Applied Probability Trust 2010
Footnotes
Research supported by the DFG in the Dutch German Bilateral Research Group Mathematics of Random Spatial Models from Physics and Biology (For 498).
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