Large Deviation Results for a Class of Markov Chains Arising from Population Genetics
Morrow, Gregory J. ; Sawyer, Stanley
Ann. Probab., Tome 17 (1989) no. 4, p. 1124-1146 / Harvested from Project Euclid
Let $\{X_n\}$ be a Markov chain on a bounded set in $R^d$ with $E_x(X_1) = f_N(x) = x + \beta_N h_N(x)$, where $x_0$ is a stable fixed point of $f_N(x) = x$, and $\operatorname{Cov}_x(X_1) \approx \sigma^2(x)/N$ in various senses. Let $D$ be an open set containing $x_0$, and assume $h_N(x) \rightarrow h(x)$ uniformly in $D$ and either $\beta_N \equiv 1$ or $\beta_N \rightarrow 0, \beta_N \gg \sqrt{\log N/N}$. Then, assuming various regularity conditions and $X_0 \in D$, the time the process takes to exit from $D$ is logarithmically equivalent in probability to $e^{VN\beta_N}$, where $V > 0$ is the solution of a variational problem of Freidlin-Wentzell type $\lbrack \text{if} \beta_N \rightarrow 0 \text{and} d = 1, V = \inf\{2 \int^y_{x_0}\sigma^{-2}(u)|h(u) du|: y \in \partial D\} \rbrack$. These results apply to the Wright-Fisher model in population genetics, where $\{X_n\}$ represent gene frequencies and the average effect of forces such as selection and mutation are much stronger than effects due to finite population size.
Publié le : 1989-07-14
Classification:  Large deviations,  Markov chains,  Ventsel-Freidlin,  Wright-Fisher,  population genetics,  60F10,  60J10,  92A10,  60G40
@article{1176991260,
     author = {Morrow, Gregory J. and Sawyer, Stanley},
     title = {Large Deviation Results for a Class of Markov Chains Arising from Population Genetics},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1124-1146},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991260}
}
Morrow, Gregory J.; Sawyer, Stanley. Large Deviation Results for a Class of Markov Chains Arising from Population Genetics. Ann. Probab., Tome 17 (1989) no. 4, pp.  1124-1146. http://gdmltest.u-ga.fr/item/1176991260/