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01.01.1970 (Thursday)

PR Special joint probability and statistics seminar 1: Excursion theory of Wright-Fisher diffusions

regular seminar Dario Spano (University of Warwick)

at:
14:00 - 15:00
KCL, Strand
room: S-3.18
abstract:

Motivated by statistical applications, I will illustrate aspects of excursion theory for the Wright--Fisher diffusion with recurrent mutation, a fundamental model playing a central role in population genetics. The structure is intermediate between the classical excursion theory, where all excursions begin and end at a single point, and the more general approach considering excursions of processes from general sets. Since the Wright--Fisher diffusion has two boundary points, it is natural to construct excursions which start from a specified boundary point, and end at one of two boundary points which determine the next starting point. In order to do this we study the killed Wright--Fisher diffusion, which is sent to a cemetery state whenever it hits either endpoint. Several identities for excursion measures and hitting time distributions will be described both via special function theory and via the coalescent dual.

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