Scaling limits of population and evolution processes in random environment

Research output: Contribution to journalArticlepeer-review

Abstract

We propose a general method for investigating scaling limits of finite dimensional Markov chains to diffusions with jumps. The results of tightness, identification and convergence in law are based on the convergence of suitable characteristics of the chain transition. We apply these results to population processes recursively defined as sums of independent random variables. Two main applications are developed. First, we extend the Wright-Fisher model to independent and identically distributed random environments and show its convergence, under a large population assumption, to a Wright-Fisher diffusion in random environment. Second, we obtain the convergence in law of generalized Galton-Watson processes with interaction in random environment to solutions of stochastic differential equations with jumps.

Original languageEnglish
Article number19
JournalElectronic Journal of Probability
Volume24
DOIs
Publication statusPublished - 1 Jan 2019

Keywords

  • Characteristics
  • Diffusions with jumps
  • Galton-Watson process
  • Random environment
  • Semimartingales
  • Tightness
  • Wright-Fisher process

Fingerprint

Dive into the research topics of 'Scaling limits of population and evolution processes in random environment'. Together they form a unique fingerprint.

Cite this