Title of article
Change of measure in the lookdown particle system
Author/Authors
Hénard، نويسنده , , Olivier، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
30
From page
2054
To page
2083
Abstract
We perform various changes of measure in the lookdown particle system of Donnelly and Kurtz. The first example is a product type h -transform related to conditioning a Generalized Fleming–Viot process without mutation on coexistence of some genetic types in remote time. We give a pathwise construction of this h -transform by just “forgetting” some reproduction events in the lookdown particle system. We also provide an intertwining relationship for the Wright–Fisher diffusion and explicit the associated pathwise decomposition. The second example, called the linear or additive h -transform, concerns a wider class of measure-valued processes with spatial motion. Applications include a simple description of the additive h -transform of the Generalized Fleming–Viot process and an immortal particle representation for the additive h -transform of the Dawson–Watanabe process.
Keywords
Doob h -transform , Fleming–Viot process , Wright–Fisher diffusion , Superprocesses , Lookdown particle system
Journal title
Stochastic Processes and their Applications
Serial Year
2013
Journal title
Stochastic Processes and their Applications
Record number
1578933
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